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st: Multicollinearity in panel data
From
"Jing Zhou" <[email protected]>
To
<[email protected]>
Subject
st: Multicollinearity in panel data
Date
Wed, 09 Feb 2011 19:19:01 +1100
Dear All,
I am using FE model to test x and x^2 in a panel data set. the VIFs of x and x^2 are more than 10 (about 11 and 12), suggesting that there exists some multicollinearity between the two variables. Should I consider about this problem in the FE estimation and if so, how can i deal with it? Many thanks!
Jing
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