Rerun the regression requesting variance inflation factors (VIFs) for your predictors. Consumer Prices, Capacity Utilization, Money Supply, and Unemployment (n = 41, k = 4) Year ChgCPI CapUtil ChgM1 ChgM2 Unem 1966 2.9 91.1 2.5 4.6 3.8 1967 3.1 87.2 6.6 9.3 3.8 1968 4.2 87.1 7.7 8.0 3.6 1969 5.5 86.6 3.3 3.7 3.5 1970 5.7 79.4 5.1 6.6 4.9 1971 4.4 77.9 6.5 13.4 5.9 1972 3.2 83.3 9.2 13.0 5.6 1973 6.2 87.6 5.5 6.6 4.9 1974 11.0 84.4 4.3 5.4 5.6 1975 9.1 73.5 4.7 12.6 8.5 1976 5.8 78.2 6.7 13.4 7.7 1977 6.5 82.4 8.1 10.3 7.1 1978 7.6 84.3 8.0 7.5 6.1 1979 11.3 84.2 6.9 7.9 5.8 1980 13.5 78.7 7.0 8.6 7.1 1981 10.3 77.0 6.9 9.7 7.6 1982 6.2 71.0 8.7 8.8 9.7 1983 3.2 73.5 9.8 11.3 9.6 1984 4.3 79.4 5.8 8.6 7.5 1985 3.6 78.3 12.4 8.0 7.2 1986 1.9 78.4 16.9 9.5 7.0 1987 3.6 80.9 3.5 3.6 6.2 1988 4.1 83.9 4.9 5.8 5.5 1989 4.8 83.1 0.8 5.5 5.3 1990 5.4 81.6 4.0 3.8 5.6 1991 4.2 78.3 8.8 3.1 6.8 1992 3.0 79.4 14.3 1.6 7.5 1993 3.0 80.3 10.2 1.5 6.9 1994 2.6 82.8 1.8 0.4 6.1 1995 2.8 83.1 -2.0 4.1 5.6 1996 3.0 81.9 -4.1 4.8 5.4 1997 2.3 83.0 -0.7 5.7 4.9 1998 1.6 81.7 2.1 8.6 4.5 1999 2.2 80.8 2.6 6.0 4.2 2000 3.4 80.1 -3.1 6.0 4.0 2001 2.8 73.9 8.7 10.4 4.7 2002 1.6 73.0 3.2 6.3 5.8 2003 2.3 74.2 7.1 5.0 6.0 2004 2.7 76.6 5.3 5.8 5.5 2005 3.4 78.8 -0.2 4.0 5.1 2006 3.2 80.4 -0.5 5.3 4.6 (a) Fill in the values for the table below. (Round your answers to 3 decimal places.) Variables VIF Intercept CapUtil ChgM1 ChgM2 Unem (b) Data set D has no potential multicollinearity problem. Is the statement true? multiple choice 1 Yes No (c) Data set D has multiple choice 2 potential multicollinearity problems because VIF > 10 no potential multicollinearity problems because VIF < 10
Rerun the regression requesting variance inflation factors (VIFs) for your predictors. Consumer Prices, Capacity Utilization, Money Supply, and Unemployment (n = 41, k = 4) Year ChgCPI CapUtil ChgM1 ChgM2 Unem 1966 2.9 91.1 2.5 4.6 3.8 1967 3.1 87.2 6.6 9.3 3.8 1968 4.2 87.1 7.7 8.0 3.6 1969 5.5 86.6 3.3 3.7 3.5 1970 5.7 79.4 5.1 6.6 4.9 1971 4.4 77.9 6.5 13.4 5.9 1972 3.2 83.3 9.2 13.0 5.6 1973 6.2 87.6 5.5 6.6 4.9 1974 11.0 84.4 4.3 5.4 5.6 1975 9.1 73.5 4.7 12.6 8.5 1976 5.8 78.2 6.7 13.4 7.7 1977 6.5 82.4 8.1 10.3 7.1 1978 7.6 84.3 8.0 7.5 6.1 1979 11.3 84.2 6.9 7.9 5.8 1980 13.5 78.7 7.0 8.6 7.1 1981 10.3 77.0 6.9 9.7 7.6 1982 6.2 71.0 8.7 8.8 9.7 1983 3.2 73.5 9.8 11.3 9.6 1984 4.3 79.4 5.8 8.6 7.5 1985 3.6 78.3 12.4 8.0 7.2 1986 1.9 78.4 16.9 9.5 7.0 1987 3.6 80.9 3.5 3.6 6.2 1988 4.1 83.9 4.9 5.8 5.5 1989 4.8 83.1 0.8 5.5 5.3 1990 5.4 81.6 4.0 3.8 5.6 1991 4.2 78.3 8.8 3.1 6.8 1992 3.0 79.4 14.3 1.6 7.5 1993 3.0 80.3 10.2 1.5 6.9 1994 2.6 82.8 1.8 0.4 6.1 1995 2.8 83.1 -2.0 4.1 5.6 1996 3.0 81.9 -4.1 4.8 5.4 1997 2.3 83.0 -0.7 5.7 4.9 1998 1.6 81.7 2.1 8.6 4.5 1999 2.2 80.8 2.6 6.0 4.2 2000 3.4 80.1 -3.1 6.0 4.0 2001 2.8 73.9 8.7 10.4 4.7 2002 1.6 73.0 3.2 6.3 5.8 2003 2.3 74.2 7.1 5.0 6.0 2004 2.7 76.6 5.3 5.8 5.5 2005 3.4 78.8 -0.2 4.0 5.1 2006 3.2 80.4 -0.5 5.3 4.6 (a) Fill in the values for the table below. (Round your answers to 3 decimal places.) Variables VIF Intercept CapUtil ChgM1 ChgM2 Unem (b) Data set D has no potential multicollinearity problem. Is the statement true? multiple choice 1 Yes No (c) Data set D has multiple choice 2 potential multicollinearity problems because VIF > 10 no potential multicollinearity problems because VIF < 10
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
Related questions
Question
Rerun the regression requesting variance inflation factors (VIFs) for your predictors.
Consumer Prices, Capacity Utilization, Money Supply, and Unemployment (n = 41, k = 4)
Year | ChgCPI | CapUtil | ChgM1 | ChgM2 | Unem |
1966 | 2.9 | 91.1 | 2.5 | 4.6 | 3.8 |
1967 | 3.1 | 87.2 | 6.6 | 9.3 | 3.8 |
1968 | 4.2 | 87.1 | 7.7 | 8.0 | 3.6 |
1969 | 5.5 | 86.6 | 3.3 | 3.7 | 3.5 |
1970 | 5.7 | 79.4 | 5.1 | 6.6 | 4.9 |
1971 | 4.4 | 77.9 | 6.5 | 13.4 | 5.9 |
1972 | 3.2 | 83.3 | 9.2 | 13.0 | 5.6 |
1973 | 6.2 | 87.6 | 5.5 | 6.6 | 4.9 |
1974 | 11.0 | 84.4 | 4.3 | 5.4 | 5.6 |
1975 | 9.1 | 73.5 | 4.7 | 12.6 | 8.5 |
1976 | 5.8 | 78.2 | 6.7 | 13.4 | 7.7 |
1977 | 6.5 | 82.4 | 8.1 | 10.3 | 7.1 |
1978 | 7.6 | 84.3 | 8.0 | 7.5 | 6.1 |
1979 | 11.3 | 84.2 | 6.9 | 7.9 | 5.8 |
1980 | 13.5 | 78.7 | 7.0 | 8.6 | 7.1 |
1981 | 10.3 | 77.0 | 6.9 | 9.7 | 7.6 |
1982 | 6.2 | 71.0 | 8.7 | 8.8 | 9.7 |
1983 | 3.2 | 73.5 | 9.8 | 11.3 | 9.6 |
1984 | 4.3 | 79.4 | 5.8 | 8.6 | 7.5 |
1985 | 3.6 | 78.3 | 12.4 | 8.0 | 7.2 |
1986 | 1.9 | 78.4 | 16.9 | 9.5 | 7.0 |
1987 | 3.6 | 80.9 | 3.5 | 3.6 | 6.2 |
1988 | 4.1 | 83.9 | 4.9 | 5.8 | 5.5 |
1989 | 4.8 | 83.1 | 0.8 | 5.5 | 5.3 |
1990 | 5.4 | 81.6 | 4.0 | 3.8 | 5.6 |
1991 | 4.2 | 78.3 | 8.8 | 3.1 | 6.8 |
1992 | 3.0 | 79.4 | 14.3 | 1.6 | 7.5 |
1993 | 3.0 | 80.3 | 10.2 | 1.5 | 6.9 |
1994 | 2.6 | 82.8 | 1.8 | 0.4 | 6.1 |
1995 | 2.8 | 83.1 | -2.0 | 4.1 | 5.6 |
1996 | 3.0 | 81.9 | -4.1 | 4.8 | 5.4 |
1997 | 2.3 | 83.0 | -0.7 | 5.7 | 4.9 |
1998 | 1.6 | 81.7 | 2.1 | 8.6 | 4.5 |
1999 | 2.2 | 80.8 | 2.6 | 6.0 | 4.2 |
2000 | 3.4 | 80.1 | -3.1 | 6.0 | 4.0 |
2001 | 2.8 | 73.9 | 8.7 | 10.4 | 4.7 |
2002 | 1.6 | 73.0 | 3.2 | 6.3 | 5.8 |
2003 | 2.3 | 74.2 | 7.1 | 5.0 | 6.0 |
2004 | 2.7 | 76.6 | 5.3 | 5.8 | 5.5 |
2005 | 3.4 | 78.8 | -0.2 | 4.0 | 5.1 |
2006 | 3.2 | 80.4 | -0.5 | 5.3 | 4.6 |
(a) Fill in the values for the table below. (Round your answers to 3 decimal places.)
Variables | VIF |
Intercept | |
CapUtil | |
ChgM1 | |
ChgM2 | |
Unem | |
(b) Data set D has no potential multicollinearity problem. Is the statement true?
multiple choice 1
-
Yes
-
No
(c) Data set D has
multiple choice 2
-
potential multicollinearity problems because VIF > 10
-
no potential multicollinearity problems because VIF < 10
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