Tolerance/VIF values in runmlwin

[Eagg1986]

Hi there,
I am running some multilevel models where I know that some of my predictor variables are correlated. I would like to obtain VIF/tolerance values to measure the degree of multicollinearity but am unsure of how to do this in runmlwin.
Any help would be gratefully received.
Many thanks,
Beth

[GeorgeLeckie]

Hi Beth,

VIF statistics are not implemented in MLwiN and therefore not for runmlwin either.

More broadly, the many postestimation tests which have been implemented for single-level models don't always extend so neatly to multilevel settings and in many multilevel packages they have only had limited implementation

All I can recommend is that you examine the correlation matrix summary statistics for your covariates at each level of your model.

Best wishes and sorry not to be of more help

George

[Eagg1986]

Thanks George, I will try that,
Beth