Multicollinearity madness
My independent variables are highly correlated
And coefficient standard errors consequently are inflated
The estimates' significance are downright understated
These results are making me totally frustrated
The R squared is high
But the t stats are all low
The reason for this we all know
It's multicollinearity madness
I've got multicollinearity madness
I guess I'll just have to wait 'til later
See if I can get a bit more data
Factor analysis is not my style
And ridge regressions are not worthwhile
There are no restrictions that I can use
Or regressors in the model that I could lose
The VIF is far too high
The tolerance is far to low
The reason for this we all know
It's multicollinearity madness
I've got multicollinearity madness
I guess I'll just have to wait 'til later
See if I can get a bit more data
And coefficient standard errors consequently are inflated
The estimates' significance are downright understated
These results are making me totally frustrated
The R squared is high
But the t stats are all low
The reason for this we all know
It's multicollinearity madness
I've got multicollinearity madness
I guess I'll just have to wait 'til later
See if I can get a bit more data
Factor analysis is not my style
And ridge regressions are not worthwhile
There are no restrictions that I can use
Or regressors in the model that I could lose
The VIF is far too high
The tolerance is far to low
The reason for this we all know
It's multicollinearity madness
I've got multicollinearity madness
I guess I'll just have to wait 'til later
See if I can get a bit more data
3 Comments:
SUperb
http://www.nobelprize.org/nobel_prizes/literature/
VERY COOL.
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