Removal of redundant explanatory variables The problems of collinearity and multicollinearity in the three examples might be diagnosed using either the VIF or the condition index. Although VIF ...

A Monte Carlo simulation is employed to reinvestigate the general disagreement in the literature regarding the small-sample properties of simultaneous equation estimators under widely different levels ...

This article deals with exact finite sample properties of a summary statistic that is used to measure the effects of multicollinearity on the contributions of regressors to the square of the multiple ...