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Detection of Multicollinearity

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This document provides a detailed explanation of the several rules of detecting the problem of Multicollinearity.

Institution
DIBRUGARH UNIVERSITY
Course
Eco-403 (ECO403)








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Institution
DIBRUGARH UNIVERSITY
Course
Eco-403 (ECO403)
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Uploaded on
May 10, 2024
Number of pages
3
Written in
2023/2024
Type
Class notes
Professor(s)
Prof. lokesh boro sir
Contains
Undergraduate

Subjects

  • auxiliary regression
  • determinant of the matrix
  • detection of multicollinearity
  • high r2 but few significant t test ratio
  • high zero order correlation among regressors
  • variance inflation factor vif
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