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Redundant variables - PowerPoint PPT Presentation

Collinearity

Collinearity. Symptoms of collinearity. Collinearity between independent variables High r 2 High vif of variables in model Variables significant in simple regression, but not in multiple regression

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582 views • 29 slides

Applied Econometrics Second edition

Applied Econometrics Second edition. Dimitrios Asteriou and Stephen G. Hall. MULTIP LE REGRESSION. 1 . The Multiple Regression Model 2. The OLS Method of Estimation 3. The R 2 and the Adjusted R 2 4 . Hypothesis Testing 5. How to Estimate a Simple Regression in EViews.

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2.27k views • 10 slides

Applied Econometrics Second edition

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893 views • 10 slides

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Redundant variables - PowerPoint PPT Presentation

Collinearity

Applied Econometrics Second edition

Applied Econometrics Second edition