Answer by Gavin M. Jones for Adding up regression coefficients in the...
Strange behavior in coefficients and SE can be quite indicative of problems with multicollinearity, particularly when sign-switching of coefficients occurs upon adding new predictor variables (see here...
View ArticleAnswer by Daniel for Adding up regression coefficients in the presence of...
Why don't you check the variance inflation factors, if you are worried about multicollinearity? To me, your results indeed sound like multicollinearity, but there is no way to check for this by...
View ArticleAdding up regression coefficients in the presence of multicollinearity and...
My time series model suffers from multicollinearity between two independent variables. When taking one of the variables out of the model I obtain a coefficient of 0.08 for variable 1 but when including...
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