Robust multicollinearity diagnostic measure for fixed effect panel data model
It is now evident that high leverage points (HLPs) can induce the multicollinearity pattern of a data in fixed effect panel data model. Those observations that are responsible for this phenomenon are called high leverage collinearity-enhancing observations (HLCEO). The commonly used within group ord...
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| Main Authors: | , , |
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| Format: | Article |
| Published: |
Universiti Teknologi Malaysia
2021
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| Online Access: | http://psasir.upm.edu.my/id/eprint/94986/ https://mjfas.utm.my/index.php/mjfas/article/view/2391 |
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