I was using
plm package in R and run some
fixed effects model. For
pooling models I was able to use
vif() for getting Variance Inflation Factor, but when I run it for
fixed effect model, it showed me the below error:
> > vif(modelFE.1.i) > > Error in R[subs, subs] : subscript out of bounds In > addition: Warning message: In vif.default(modelFE.1.i) : No intercept: > vifs may not be sensible.
So, I was wondering if there is some way to find multicollinearity under
Fixed Effects settings?
The error says that VIF cannot be computed without intercept, I understand that. But, what can be the other tests that I can do for testing multicollinearity?