This preview shows page 1. Sign up to view the full content.
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)...
View Full Document
This note was uploaded on 12/08/2011 for the course ECON 703 taught by Professor Bernardmorzuch during the Fall '10 term at UMass (Amherst).
- Fall '10