+ Reply to Thread
Results 1 to 1 of 1

Thread: Multicollinearity

  1. #1
    Points: 9,676, Level: 66
    Level completed: 7%, Points required for next Level: 374

    Posts
    26
    Thanks
    0
    Thanked 0 Times in 0 Posts

    Multicollinearity




    Hi,

    I am trying to detect multi-collinearity in my regression model.I ran the Belsley, Kuh, Welsch Variance-decomposition and i saw that for k=607 there is collinearity between variables x1 and x5 where x5 is an interaction variable between x1 and x4.
    Isn't it normal to have collinearity between a variable and the interaction of this variable with another variable? I am not sure whether i should eliminate the interaction variable or keep it in my model. I appreciate any advice related to this matter
    Attached Files

+ Reply to Thread

           




Posting Permissions

  • You may not post new threads
  • You may not post replies
  • You may not post attachments
  • You may not edit your posts






Advertise on Talk Stats