Unformatted text preview: I will not test you on derivations.) Course Reader) Handout SAS manual Condensed to one photocopied page; summarizes important (PROC REG) collinearity diagnostics: eigenvalues; condition indexes; Pages 1416-1418 condition number; variance inflation factors; collinearity diagnostics table. End Of Material In The 11-Page Handout Material Distributed Today BM Unnumbered Variance Inflation Factor (VIF) and how it relates to the auxiliary (Two Pages) regression R-square. (To be distributed during class) BKW 110-111 Belsley, Kuh, and Welsch example on variance- (One page) decomposition proportions (To be distributed during class) Judge, Unnumbered Collinearity diagnostics on the Klein model. et al. (One page) (Example taken from pages 871-874 of Introduction to the Theory and Practice of Econometrics) (To be distributed during class)...
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- Fall '10
- Econometrics, Eigenvalue, eigenvector and eigenspace, Practice of Econometrics, Handout BM, Handout BM pages