Multicollinearity tests FarrarGlauber and Haitovsky Excel

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How might one detect multicollinearity in a regression model? Two powerful and conceptually simple diagnostic tests exist to identify whether your independent variables are orthogonal, multicollinear, or somewhere in between, namely the Farrar-Glauber test and the Haitovsky test. Today, we are investigating their usability and learning how to apply these in Excel. • Don't forget to subscribe to NEDL and give this video a thumbs up for more videos in Econometrics! • Please consider supporting NEDL on Patreon:   / nedleducation  

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