EViews.com

Hi,

One of the questions that has been bugging me, given that the eviews don't have the VIF option for panel/pooled regression models, I want to ask the experts that in your opinion the multicollinearity isn't a big issue in panel/pooled data? thank you.

Best regards,
Khurram

What do you think the problem is with multicollinearity when it's not panel data?

Thank you for your response. As per the book 'Applied Econometrics' by Asterio and Hall , the multicollinearity affects the variances and therefore also estimation precision.

True. But multicollinearity is already accounted for in the standard errors that EViews produces.

okay, thank you Sir.

Best regards,
Muhammad Khurram Shabbir