follow steps given on this page to do test for multicollinearity. test is called VIF
http://wps.aw.com/wps/media/objects/222 ... pter08.pdf
Search found 5 matches
- Tue Jan 14, 2014 1:53 am
- Forum: Econometric Discussions
- Topic: Multicollinearity
- Replies: 2
- Views: 3987
- Sun Jan 12, 2014 5:54 am
- Forum: Estimation
- Topic: panel data regression assumptions test
- Replies: 0
- Views: 2680
panel data regression assumptions test
hi, I have panel dataset of FTSE-100 companies containing 100 cross section and 8 years of data. I have used fixed effect model. Fixed effect results are given below. How can i do the following? 1) test normality of panel data? 2) test for multicollinearity in panel data? 3) test for hetero in panel...
- Sat Jan 11, 2014 12:45 pm
- Forum: Econometric Discussions
- Topic: testing assumptions of fixed effect model
- Replies: 0
- Views: 1968
testing assumptions of fixed effect model
hi, I have panel dataset of FTSE-100 companies containing 100 cross section and 8 years of data. I have used fixed effect model. Fixed effect results are given below. How can i do the following? 1) test normality of panel data? 2) test for multicollinearity in panel data? 3) test for hetero in panel...
- Sat Dec 28, 2013 6:35 am
- Forum: Estimation
- Topic: panel cointegration
- Replies: 2
- Views: 3667
Re: panel cointegration
please refere to my first post and please help me on the following: opening panel data File- new- workfile - dated regular frequency - start date 2005 - end date 2012 - ok then object - new object - pool - under cross section identifiers i pasted 100 abbrivated company names e-g ABS_ then I click pr...
- Fri Dec 27, 2013 7:19 am
- Forum: Estimation
- Topic: panel cointegration
- Replies: 2
- Views: 3667
panel cointegration
hi, I am new to eviews. I am using eviews6. I am doing panel data analysis. Dependent variable: stock price volatility independents: dividend yield , dividend payout, earning per share, liquidity, leverage and size Data: 2005-2012 Companies: all FTSE-100 companies Please advise: 1) how to do unit ro...
