Testing Multicollinearity (in Regression Analysis) in STATA

Описание к видео Testing Multicollinearity (in Regression Analysis) in STATA

This video shows how to test the presence of multicollinearity in regression analysis using state. It shows how to estimate the regression model in STATA? Further, it shows how to estimate a pairwise correlation matrix. A higher pairwise correlation coefficient between the independent variables results in a multicollinearity issue.
Moreover, the video also explains how to estimate the VIF. The mean VIF of more than 5 shows the presence of multicollinearity issues in the regression model.
For more videos on how to use STATA for regression analysis, subscribe to the YouTube Channel ‪@SharafatAliPK‬
   / @sharafatalipk  
Twitter:
  / sharafatalipk  
Linkedin:
  / sharafatalipk  

Комментарии

Информация по комментариям в разработке