HARMMULTICOLINTST: MATLAB function to analyze collinearity

Shapour Mohammadi

Statistical Software Components from Boston College Department of Economics

Abstract: This function tests harmful multicollinearity based on the difference between p-value of estimated coefficients of ordinary least squares and generalized ridge regression estimators.

Language: MATLAB
Requires: MATLAB
Keywords: collinearity; ridge regression (search for similar items in EconPapers)
Date: 2020-08-16
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Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/m/multicolinRidge.m program file (text/plain)
http://fmwww.bc.edu/repec/bocode/r/ridgeoptimumMltcolin.m program file (text/plain)
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http://fmwww.bc.edu/repec/bocode/h/HarmMulticolinTst.m program file (text/plain)
http://fmwww.bc.edu/repec/bocode/b/BrownCorrectMltcollin.m program file (text/plain)
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