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How to Calculate the Variance Inflation Factor (VIF) in a Multicollinearity Test for Regression

By Kanda Data / Date Jan 29.2025 / Category Assumptions of Linear Regression

In linear regression analysis, to obtain the best linear unbiased estimator, you need to perform a series of assumption tests. One of the assumption tests required in linear regression is the multicollinearity test.

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Econometrics

Coefficient of Determination and How to Interpret it in Linear Regression Analysis

By Kanda Data / Date Sep 05.2023

The coefficient of determination in linear regression analysis is crucial in understanding how well the independent variables explain the dependent variable. In linear regression analysis, the coefficient of determination can come in two forms: the coefficient of determination (R square) and the adjusted coefficient of determination (Adjusted R Square).

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