Robust multicollinearity diagnostic measure for fixed effect panel data model

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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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Bibliographic Details
Main Authors:	Ismaeel, Shelan Saied, Midi, Habshah, Sani, Muhammad
Format:	Article
Published:	Universiti Teknologi Malaysia 2021
Online Access:	http://psasir.upm.edu.my/id/eprint/94986/

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