How to check multicollinearity in Pooled Least Squares?

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Nuantip
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Joined: Sat Mar 05, 2016 10:07 pm

How to check multicollinearity in Pooled Least Squares?

Postby Nuantip » Mon Mar 14, 2016 4:52 am

Hello

I'm using panel data with Pooled Least Squares (Fixed Effect) but I don't know how to check multicollinearity in Pooled Least Squares.
In Eviews 6, I click Quick --> Group Statistics --> Correlations, Then I type equation in Series List, for example, logfdi? logfdi?(-1) loggdp? logwage?
After that, Error message said that logfdi? logfdi?(-1) loggdp? logwage? is not defined.
So, I don't know how to check multicollinearity. Could you please help me?

Thank you in advance.

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