Exercise Solution 3.20

Exercise Solution 3.20

  1. The correlation matrix has determinant |ρ| = 0.00000, so it is singular.
  2. The correlation matrix has determinant |ρ| = 0.00079, so it is multicollinear.
  3. The correlation matrix has determinant |ρ| = 0.65230, so it is neither singular nor multicollinear.

 
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