Multicolinearity Test in Eviews
1 Pages Posted: 14 Sep 2012
Date Written: May 12, 2004
This program tests multicolinearity with condition number and variance inflation factor (VIF) for given set of explanatory variables. It report high multicolinearity if condition number (cond) be greater than 20(or VIF greater than 10).
Keywords: Multicolinearity, Colinearity, Variance Inflatio Factor, Condition Number, Eviews program
JEL Classification: C20
Suggested Citation: Suggested Citation