I can't test for multicollinearity

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sacstate
Posts: 2
Joined: Fri Jul 09, 2010 10:21 pm

I can't test for multicollinearity

Postby sacstate » Fri Jul 09, 2010 11:03 pm

I have an unbalanced panel in Eviews 7. When I go to "View->Coefficient Diagnostics->" I don't see either Variance Inflation Factors or Coefficient Variance Decomposition, which I need to test for multicollinearity. Are there any other tests available for multicollinearity?

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13584
Joined: Tue Sep 16, 2008 5:38 pm

I can't test for multicollinearity

Postby EViews Gareth » Sat Jul 10, 2010 6:04 am

Not in a panel :(

sacstate
Posts: 2
Joined: Fri Jul 09, 2010 10:21 pm

Re: I can't test for multicollinearity

Postby sacstate » Sat Jul 10, 2010 10:01 am

Are there any other tests for multicollinearirty that can suggest (formal or informal)?

startz
Non-normality and collinearity are NOT problems!
Posts: 3796
Joined: Wed Sep 17, 2008 2:25 pm

I can't test for multicollinearity

Postby startz » Sat Jul 10, 2010 10:09 am

It might help if you said a little about why you want to test for multicollinearity.

ralf
Posts: 10
Joined: Mon Jun 21, 2010 8:15 am

Re: I can't test for multicollinearity

Postby ralf » Wed Sep 15, 2010 2:40 am

I couldn't find the right button either in my installation of eviews 7. But you get the variance inflation factors by typing equationname.varinf (see info on varinf in the help menu). Maybe this helps...


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