for given data : enter image description here

I ran linear reg between y and x2 , x3 enter image description here

here VIF for X2 is 3.70455 it means t- value and p-value for X2 is not correct(t-value underestimate) but when I checked partial correlation between y and x3(controlling x2) I got below result.

enter image description here

so if we have high VIF(VIF>3) in lin. reg , how can be P-value from partial correlation and Linear Reg is identical.

PS: I am aware that SE get inflated by (VIF).

  • $\begingroup$ Are X2 and X3 correlated? $\endgroup$ – Beerhunter Nov 27 '19 at 22:07

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