ch25.collinear
23
25 Collinearity ADDING EXPLANATORY VARIABLES............................................................................................25-3 R EVIEW: R EVISITING THE CAPM........................... .......................................................... ............25-3 DEPENDENCE AMONG SEVERAL VARIABLES ...............................................................................25-4 IMPACT OF LARGE COLLINEARITY ...............................................................................................25-7 I NTERPRETING A SLOPE.................. ................... ................... ................... ................... .................25-10 EFFECTS OF COLLINEARITY ................. ................... ................... ................... ................... ...........25-10 STANDARD ERROR IN MULTIPLE R EGRESSION ................... ................... ................... .................25-11 VARIANCE I NFLATION FACTOR ................. .................... ................... ................... ................... ....25-13 R EMEDIES FOR COLLINEARITY .................. ................... .................... ................... ................... ....25-14 SEEING HOW A SLOPE CAN CHANGE SIGN ................................................................................25-19 SUMMARY ....................................................................................................................................25-21 PITFALLS......................................................................................................................................25-22
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