Validity of multicollinearity test in panel data

For technical questions regarding estimation of single equations, systems, VARs, Factor analysis and State Space Models in EViews. General econometric questions and advice should go in the Econometric Discussions forum.

Moderators: EViews Gareth, EViews Moderator

Post Reply
Lalan_dk
Posts: 22
Joined: Tue Apr 10, 2018 9:51 pm

Validity of multicollinearity test in panel data

Postby Lalan_dk » Thu Jun 11, 2020 2:38 pm

Hi. I found this topic http://forums.eviews.com/viewtopic.php?f=3&t=6337 that states in 2013 eviews multicollinearity test is not valid for panel data. Does anyone know what about with the newer version of Eviews? is it has been developed now so it is valid?
Top
EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13585
Joined: Tue Sep 16, 2008 5:38 pm

Re: Validity of multicollinearity test in panel data

Postby EViews Gareth » Thu Jun 11, 2020 4:44 pm

No.
Top
Lalan_dk
Posts: 22
Joined: Tue Apr 10, 2018 9:51 pm

Re: Validity of multicollinearity test in panel data

Postby Lalan_dk » Thu Jun 11, 2020 6:12 pm

No.
So is there any alternative what i can do to test multicollinearity in panel data?
Top
Post Reply

Return to “Estimation”

Who is online

Users browsing this forum: No registered users and 2 guests