Matlab - regression - multicollinearity test?

05 May 2015 1 2K Report

I have 63 regressors in cross-sectional and panel data analyses but have a problem with multicollinearity. Is there any elegant way how to identify collinear variables? (excluding correlation) Thanks.

Vladimir Hajko

Perhaps R-package mctest might be worth trying out: https://journal.r-project.org/archive/accepted/imdadullah-aslam-altaf.pdf

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