Econistics | Chapter 3 – Regression Diagnostics in Gretl – Multicollinearity test
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Chapter 3 – Regression Diagnostics in Gretl – Multicollinearity test

09 Sep Chapter 3 – Regression Diagnostics in Gretl – Multicollinearity test

Multicollinearity is the high correlation of two independent variabels with each other. The VIF test can be used to see of the correlation is too high or not. As if it is high then the regression results will be imprecise. 

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