Econistics Research and Consulting | multicollinearity test
Econometrics, Data Science, Research Methods, Statistics, STATA, R,
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# multicollinearity test Tag

## 05 AprChapter 1 – R Studio – Detailed Testing of Multicollinearity

This session will account to a detailed testing of multicollinearity. This include generation of a scatter plot matrix with correlation values and histograms useful for descriptive statistics. Further there is a wide array of tests including VIF, Tolerence test, |X'X| test etc. importing libraries library(tidyverse) # for...

## 14 JanChapter 3 – Post Regression Diagnostics using OxMetrics

After estimation of OLS model it is necessary to conduct some diagnostic tests which will identify if the regression results are valid, reliable and efficient or not....

## 30 NovChapter 4 – Stepwise Regression using SPSS

Stepwise regression can be useful tool in the case of multicollinearity in the data and this method is available in SPSS...

## 24 NovChapter 4 Estimating Ridge Regression in Statgraphics

Ridge regression is used as an alternative model in the case when there is presence of multicollinearity in the model....

## 26 OctChapter 3 – OLS diagnostics in stata – Multicollinearity test

Multicollinearity can cause biasness in the estimates hence it is important to check if there is presence of it using VIF statistics....

## 18 OctChapter 3 – OLS Diagnostics Testing in STATA – Multicollinearity

Adding correlated variable as independent variable can cause multicollinearity in the data which consequence of imprecise estimates....

## 09 SepChapter 3 – Regression Diagnostics in Gretl – Multicollinearity test

[vc_row][vc_column][vc_column_text]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. [/vc_column_text][/vc_column][/vc_row]...