use https://www3.nd.edu/~rwilliam/statafiles/multicoll.dta, clear corr y x1 x2, means reg y x1 x2, beta vif vce, corr * Use collin with uncentered data, the default. (Same as SPSS) collin x1 x2 if !missing(y) * Use collin with centered data using the corr option collin x1 x2 if !missing(y), corr test x1 = x2 gen x1plusx2 = x1 + x2 reg y x1plusx2 clear all set obs 5 gen X = _n gen XSquare = X ^ 2 list corr X XSquare, means replace X = X - 3 replace XSquare = X ^ 2 list corr X XSquare, means