Mock Exam : PM : Q42: Multicollinearity with t-test and F-test

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Darius-I

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Okay the F test declares significance and the IDVs’ T-tests p-values prove the significance of each IDV as well.
Yet, correlation between variables is the reason to rule out Multicollinearity.
So WHAT is the true test to rule out Multicollinearity ?
F test & test comparisons giving results of significance in consonance.
or Low Correlation between the IDVs ?
 
There isn’t a “test” for Multicollinearity to my knowledge in the same way as a DW or Breutsche Pagen (sic).
Just look for high R squared and insignificant t test.
 
Also a high F stat but low t stats gives a hint you might have it.
 
exactly. no formal test, but high F (model significance) and low t stats are a good hint that you might have it
 
Also, as what we saw on one of the samples/mocks, think about the definition of multicollinearity, which is correlation of the independent variables.
the vignette may say something about the correlation, but not actually show us R^2
 
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