Multicolinearity Test in Eviews

1 Pages Posted: 14 Sep 2012

Date Written: May 12, 2004

Abstract

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

Abbasi-Nejad, Hossein and Mohammadi, Shapour, Multicolinearity Test in Eviews (May 12, 2004). Available at SSRN: https://ssrn.com/abstract=672685 or http://dx.doi.org/10.2139/ssrn.672685

Hossein Abbasi-Nejad

University of Tehran ( email )

Enghelab Ave., 16 Azar Street
Tehran, UT Tehran
Iran

Shapour Mohammadi (Contact Author)

University of Tehran ( email )

Enghelab Ave., 16 Azar Street
Tehran, UT Tehran
Iran

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