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I can't test for multicollinearity
Posted: Fri Jul 09, 2010 11:03 pm
by sacstate
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?
I can't test for multicollinearity
Posted: Sat Jul 10, 2010 6:04 am
by EViews Gareth
Not in a panel :(
Re: I can't test for multicollinearity
Posted: Sat Jul 10, 2010 10:01 am
by sacstate
Are there any other tests for multicollinearirty that can suggest (formal or informal)?
I can't test for multicollinearity
Posted: Sat Jul 10, 2010 10:09 am
by startz
It might help if you said a little about why you want to test for multicollinearity.
Re: I can't test for multicollinearity
Posted: Wed Sep 15, 2010 2:40 am
by ralf
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...