VIF
Posted: Fri Apr 07, 2017 1:47 am
Hello!
I want to screen my panel data for multicollinearity and have run into somewhat of an issue. I'd like to calculate VIF (variance inflation factor) but I've only found how to do this in Eviews 8, working in Eviews 9 I cannot seem to find it (I've been looking through this forum and hope that I've not missed an answer to my question). Help would be greatly appreciated, both with VIF and other tests/methods i could use to find multicollinearity.
Please excuse my very limited Eviews skills.
best Regards,
Flipster
I want to screen my panel data for multicollinearity and have run into somewhat of an issue. I'd like to calculate VIF (variance inflation factor) but I've only found how to do this in Eviews 8, working in Eviews 9 I cannot seem to find it (I've been looking through this forum and hope that I've not missed an answer to my question). Help would be greatly appreciated, both with VIF and other tests/methods i could use to find multicollinearity.
Please excuse my very limited Eviews skills.
best Regards,
Flipster