I used ridge regression in order to dealing with multicollinearity but there is something that i do not understand. I used Stata command:
- ridgereg y x1 x2 x3 x4 x5 x6 x7 x8 x9, model(orr|grr1|grr2|grr3) diag lmcol-
in addition in orr model i used many different values for $\lambda$. The problem is that: when I run the above model and checked VIF it had the same value for all variables for all different models and for all different values of $\lambda$. Is it possible? Does it make any sense? Does it mean that my model suffers very seriously of multicollinearity?