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    Question

    Which of the following is the first test in the F-G test

    for Multicollinearity?
    A F-test Correct Answer Incorrect Answer
    B T-test Correct Answer Incorrect Answer
    C Chi-square test Correct Answer Incorrect Answer
    D Z-test Correct Answer Incorrect Answer

    Solution

    The Farrar-Glauber test (F-G test) for multicollinearity is the best way to deal with the problem of multicollinearity. The F-G test is, in fact, a set of three tests for testing multicollinearity. The first one is Chi-square test, then F-test is done and finally t-test is done

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