'Variance inflation factors' presentation slideshows

Introduction to Econometrics

Introduction to Econometrics. Lecture 7 Heteroskedasticity and some further diagnostic testing. Topics to be covered. Heteroskedasticity Some further diagnostic testing Normality of the disturbances Multicollinearity. Econometric problems. Heteroskedasticity.

655 views • 18 slides

The Capital Structure of North American REITs and REOCs A Panel Data Regression

The Capital Structure of North American REITs and REOCs A Panel Data Regression. Nicolai C. Striewe Nico B. Rottke. Introduction. Motivation Larger dataset for REITs than those of past studies. Extension of sample by REOCs Including Canadian REITs and REOCs

346 views • 18 slides

Chapter 4 Multiple Regression Analysis (Part 2)

Chapter 4 Multiple Regression Analysis (Part 2). Terry Dielman Applied Regression Analysis: A Second Course in Business and Economic Statistics, fourth edition. POP QUIZ #7 [2.5 points]. POP QUIZ #7. 1. To decide whether two new predictors should be included, we perform a:

300 views • 13 slides

Items to consider - 3

236 views • 13 slides

Lecture 11

Lecture 11. Multivariate Regression A Case Study . Other topics: Multicollinearity. Assuming that all the regression assumptions hold how good are our estimators? The answer is pretty good if the multicollinearity effect is not present. So what is multicollinearity ?

241 views • 11 slides

MGMG 522 : Session #5 Multicollinearity

320 views • 10 slides