Variance Inflation Factors Date: 11/27/21 Time: 23:24 Sample: 1973 1998 Included observations: 26 Coefficient Uncentered Centered Variable Variance VIF VIF 3.37E+08 5.764515 NA X1 0.081335 458.2029...

There is severe multicollinearity, which variable should we drop? And why??? This is for revision.

Variance Inflation Factors<br>Date: 11/27/21 Time: 23:24<br>Sample: 1973 1998<br>Included observations: 26<br>Coefficient<br>Uncentered<br>Centered<br>Variable<br>Variance<br>VIF<br>VIF<br>3.37E+08<br>5.764515<br>NA<br>X1<br>0.081335<br>458.2029<br>164.6002<br>X2<br>2.751412<br>460.0499<br>189.9413<br>X3<br>11.59506<br>865.8420<br>440.3385<br>Х4<br>4.497165<br>168.7699<br>69.97546<br>X5<br>2.421020<br>941.6922<br>431.8731<br>X6<br>1.578440<br>242.6026<br>136.9350<br>

Extracted text: Variance Inflation Factors Date: 11/27/21 Time: 23:24 Sample: 1973 1998 Included observations: 26 Coefficient Uncentered Centered Variable Variance VIF VIF 3.37E+08 5.764515 NA X1 0.081335 458.2029 164.6002 X2 2.751412 460.0499 189.9413 X3 11.59506 865.8420 440.3385 Х4 4.497165 168.7699 69.97546 X5 2.421020 941.6922 431.8731 X6 1.578440 242.6026 136.9350

Jun 10, 2022

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Variance Inflation Factors Date: 11/27/21 Time: 23:24 Sample: 1973 1998 Included observations: 26 Coefficient Uncentered Centered Variable Variance VIF VIF 3.37E+08 5.764515 NA X1 0.081335 458.2029...

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