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How to detect multicollinerity in data using Stata

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  • Опубліковано 14 січ 2016

КОМЕНТАРІ • 24

  • @leahrowe2571
    @leahrowe2571 5 років тому +4

    I'm taking a course all about Stata and let me tell you sir you have helped me pass my class more than once. God bless you sir because you are a way better teacher in such a short amount of time getting your point across so simply, thank you thank and thank you.

  • @dxluva
    @dxluva 7 років тому +9

    short, sweet and to the point. Just what I was looking for.
    cheers!

  • @briankirby4334
    @briankirby4334 6 років тому +1

    Thanks for your clear and concise video on multicollinearity, unfortunately my econometrics lecturer isn't very good so this is a great help !

  • @MJAIELTSPrepJourney
    @MJAIELTSPrepJourney 7 місяців тому

    Before every exam I'm here, thank you :(

  • @ayushkumar-hx5lh
    @ayushkumar-hx5lh 8 років тому +2

    Wah sir! Nice to hear your voice again!

  • @FELIX-qr6vd
    @FELIX-qr6vd 4 місяці тому

    The Hausman Test tells me to use the fixed effect model, but when I use it, STATA omits my dummy variables in the result. "Omitted because of collinearity" What can I do now?

  • @vinitayellanawer9973
    @vinitayellanawer9973 10 місяців тому

    Sir, I am doing tye Multicollinearity for bmi variables being index, weight gender and hight. When i run an equation it shows error for gender. When I cut it, hight and weight comes no Multicollinear. What do I do? I need to show Multicollinearity first and then remove it

  • @AmeenKhan-ls6mw
    @AmeenKhan-ls6mw 7 років тому +1

    really i like your channel... you explain thing clear. thanks

  • @martinandersen4280
    @martinandersen4280 5 років тому +1

    If the average VIF is greater than 1 the regression may be biased (Bowerman & O'Connell: 1990). I have heard that the largest value of VIF should not be above ten but what about the average VIF in a model? Also tolerance below 0.2 is a potential problem (ibid.) The tolerance statistic is 1/VIF. So maybe your model is still biased even though there is no VIF above 10?

  • @petermellema6022
    @petermellema6022 2 роки тому

    Thank you sir friend

  • @economiclibya5069
    @economiclibya5069 3 роки тому

    How to avoid collinearity in my dummy variables in Panel data using stata?

  • @VaishnaviBPHD-dn2lr
    @VaishnaviBPHD-dn2lr 2 роки тому

    Thanks sir

  • @fabiankreutzer3516
    @fabiankreutzer3516 7 років тому

    Thank you! Is the. data avaiable?

  • @nurlyanayuen9346
    @nurlyanayuen9346 2 роки тому

    Hi sir. What should I do if VIF is about 150?

  • @thiardenghi1
    @thiardenghi1 7 років тому

    Very good video! congrats

  • @rifatraby1621
    @rifatraby1621 5 років тому

    What will I do ,If my data more than 8 dummy variable ?

  • @mohammadshahidulislam403
    @mohammadshahidulislam403 4 роки тому +1

    it would be better if you use data where multicollinearity exists.

  • @loubnazebiri7001
    @loubnazebiri7001 7 років тому

    Hi, Thanks alot for the video, i just want to know why the VIFs should be lower than 10 otherwise there's multicollinearity.

    • @m.walidhemat6319
      @m.walidhemat6319 6 років тому

      if suppose vif is 10 or greater, 1/vif is smaller than 0.1 which reject the H0 of no multicolinearity

    • @mikemarshall5167
      @mikemarshall5167 4 роки тому

      The appropriate VIF score also depends on your field. Economists often use a VIF score of

  • @rajasingh4144
    @rajasingh4144 4 роки тому

    How we can remove the collinearity on stata