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I am currently working on my master degree thesis and it's about linear regression on panel data and statistical learning. I'm looking for someone who could help me with the multicollinearity and heteroskedasticity in panel data, and who to integrate statistical learining in panel data. thank you in advance :)

I have been trying to run simple linear model codes and also plm functions, but I don't know how to show if there is or not multicollinearity and heteroskedasticity.

Miriam Chiarello
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  • Not sure if this is the right place to ask this type of question. I would recommend redirecting this to https://stats.stackexchange.com/. As a sidenote you can read about VIF (Variance Inflation Factors), which can be done post-hoc on a mixed model (MLM) to estimate multicollinearity. For heteroskedasticity look at the residuals plot, as in my experience tests such as Lavine's have been unreliable. – Hansel Palencia Nov 07 '22 at 09:59

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