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18. Multiple Linear Regression II

Marcus Chambers

Department of Economics

University of Essex

6/8 March 2012

EC114 Introduction to Quantitative Economics 18. Multiple Linear Regression II

2/33

Outline

1

Multicollinearity

2

Inference: F-tests

Reference: R. L. Thomas, Using Statistics in Economics,

McGraw-Hill, 2005, sections 13.3 and 13.4.

EC114 Introduction to Quantitative Economics 18. Multiple Linear Regression II

Multicollinearity 3/33

Recall Assumption ID of the Classical multiple regression

model:

ID (no collinearity): There exist no exact linear relationships

between the sample values of any two

or more of the explanatory variables.

If this assumption is not satised, then the OLS estimation

procedure itself will break down.

To see why this is the case, suppose we wish to estimate a

population regression equation with just two explanatory

variables,

E(Y) =

1

+

2

X

2

+

3

X

3

.

EC114 Introduction to Quantitative Economics 18. Multiple Linear Regression II

Multicollinearity 4/33

Furthermore, suppose that estimation is attempted using

sample data in which the linear relationship

X

2i

= 5 + 2X

3i

holds exactly for every sample observation.

If this is true then Assumption ID has clearly been violated.

Now let us assume, for the moment, that an OLS sample

regression equation were to exist that minimizes the sum

of squared residuals, SSR =

e

2

i

, and has the form

Y = 6 + 12X

2

+ 8X

3

.

It may appear that the numbers 6, 12 and 8 must represent

the OLS estimates of

1

,

2

and

3

respectively.

But there is a problem. . .

EC114 Introduction to Quantitative Economics 18. Multiple Linear Regression II

Multicollinearity 5/33

We can write the sample regression as

Y = 6 + 2X

2

+ 10X

2

+ 8X

3

where we have used 12X

2

= 2X

2

+ 10X

2

.

Since, for all sample observations, we have X

2

= 5 + 2X

3

,

this can be written as

Y = 6 + 2X

2

+ 10(5 + 2X

3

) + 8X

3

= 56 + 2X

2

+ 28X

3

.

We therefore have two different representations of the

sample regression line, with apparently different estimated

coefcients on X

2

and X

3

, derived from the same minimum

of SSR.

EC114 Introduction to Quantitative Economics 18. Multiple Linear Regression II

Multicollinearity 6/33

This suggests that when regressors are collinear then

there is not a unique minimum to the sum of squared

residuals, SSR.

Hence there is no unique solution to our OLS minimisation

problem and no unique set of OLS estimators.

Indeed, given that X

2i

= 5 + 2X

3i

holds for all sample

observations, it is easy to construct any number of sample

regressions all giving the same minimum for

e

2

i

.

For example, 12X

2

= 6X

2

+ 6X

2

and so

Y = 6 + 6X

2

+ 6(5 + 2X

3

) + 8X

3

= 36 + 6X

2

+ 20X

3

.

In fact, there must be an innite number of sets of values

for the estimated b

j

all giving the same minimum SSR.

EC114 Introduction to Quantitative Economics 18. Multiple Linear Regression II

Multicollinearity 7/33

When an exact linear relationship between explanatory

variables exists, the situation is referred to as one of

complete or perfect multicollinearity.

It implies a situation of complete uncertainty regarding the

values of

1

,

2

and

3

in the population regression.

We can have no idea whether to estimate them by, for

example, 6, 12 and 8, or 56, 2 and 28, or 36, 6 and 20.

Such complete multicollinearity almost never occurs in

practice (unless you construct new variables by combining

existing ones!)

But sometimes, particularly with time-series, there can be

an approximate linear relationship (rather than an exact

one) between two or more of the explanatory variables in a

multiple regression equation.

EC114 Introduction to Quantitative Economics 18. Multiple Linear Regression II

Multicollinearity 8/33

This situation can cause serious estimation problems, and

the closer the approximation is to a linear relationship, the

more serious these problems tend to become.

Suppose that when estimating our model we nd that the

relationship X

2i

= 5 + 2X

3i

holds not exactly but merely

approximately for all sample observations.

In this case there will be a unique set of estimates b

1

, b

2

and b

3

that minimize

e

2

i

.

That is, the OLS method does not break down completely

and there will be a unique sample regression equation.

EC114 Introduction to Quantitative Economics 18. Multiple Linear Regression II

Multicollinearity 9/33

But the problem now is that there are many sets of such

estimates b

1

, b

2

and b

3

(i.e., many sample regressions), all

with residual sums of squares not equal to, but very close,

to the minimum

e

2

i

yielded by the OLS regression

equation.

In such a situation, we will lack condence in, and be

uncertain about, the precision of the OLS estimates

obtained because there are so many other sets of values

for b

1

, b

2

and b

3

which are almost as good.

EC114 Introduction to Quantitative Economics 18. Multiple Linear Regression II

Multicollinearity 10/33

In fact, the closer is the approximation to a linear

relationship between the regressors, the higher is the

degree of the multicollinearity present and, other things

being equal, the greater is the extent of our uncertainty

about the true population values

1

,

2

and

3

.

Thus, while complete multicollinearity results in complete

uncertainty about population values, a high degree of

multicollinearity leads to a high degree of uncertainty about

population values.

EC114 Introduction to Quantitative Economics 18. Multiple Linear Regression II

Multicollinearity 11/33

Example. To illustrate what can happen under collinearity

lets return to the money demand data set on 30 countries

in 1985.

We have already considered the regression

Y =

1

+

2

X

2

+

3

X

3

+

4

X

4

+

where

Y: money stock;

X

2

: GDP;

X

3

: interest rate;

X

4

: rate of price ination.

The Stata output for this regression is as follows:

EC114 Introduction to Quantitative Economics 18. Multiple Linear Regression II

Multicollinearity 12/33

. regress m g ir pi

Source | SS df MS Number of obs = 30

-------------+------------------------------ F( 3, 26) = 30.70

Model | 20.5893701 3 6.86312337 Prob > F = 0.0000

Residual | 5.81286631 26 .223571781 R-squared = 0.7798

-------------+------------------------------ Adj R-squared = 0.7544

Total | 26.4022364 29 .910421946 Root MSE = .47283

------------------------------------------------------------------------------

m | Coef. Std. Err. t P>|t| [95% Conf. Interval]

-------------+----------------------------------------------------------------

g | .1703745 .0189433 8.99 0.000 .1314361 .2093129

ir | -.0001693 .0012483 -0.14 0.893 -.0027353 .0023967

pi | -.002197 .0037733 -0.58 0.565 -.0099531 .0055592

_cons | .0893538 .1388419 0.64 0.525 -.1960399 .3747475

------------------------------------------------------------------------------

Now suppose we construct a new variable, X

5

, which is the

real rate of interest (i.e. the difference between the nominal

rate of interest and the rate of ination):

X

5

= X

3

X

4

;

this holds at all points in the sample.

EC114 Introduction to Quantitative Economics 18. Multiple Linear Regression II

Multicollinearity 13/33

This is the Stata output:

. regress m g ir pi realir

note: realir omitted because of collinearity

Source | SS df MS Number of obs = 30

-------------+------------------------------ F( 3, 26) = 30.70

Model | 20.5893701 3 6.86312337 Prob > F = 0.0000

Residual | 5.81286631 26 .223571781 R-squared = 0.7798

-------------+------------------------------ Adj R-squared = 0.7544

Total | 26.4022364 29 .910421946 Root MSE = .47283

------------------------------------------------------------------------------

m | Coef. Std. Err. t P>|t| [95% Conf. Interval]

-------------+----------------------------------------------------------------

g | .1703745 .0189433 8.99 0.000 .1314361 .2093129

ir | -.0001693 .0012483 -0.14 0.893 -.0027353 .0023967

pi | -.002197 .0037733 -0.58 0.565 -.0099531 .0055592

realir | (omitted)

_cons | .0893538 .1388419 0.64 0.525 -.1960399 .3747475

------------------------------------------------------------------------------

Stata has realised that the variables are collinear and has

omitted the real interest rate!

EC114 Introduction to Quantitative Economics 18. Multiple Linear Regression II

Multicollinearity 14/33

The preceeding example was a very obvious one in which

a new variable was created from existing variables and the

software was able to spot the collinearity.

In cases where variables show trends over time such

perfect collinearity is not evident but there are likely to be

high correlations between the variables and we might have

a case of approximate collinearity.

In this situation the software will carry out the regression,

but what might be the implications?

EC114 Introduction to Quantitative Economics 18. Multiple Linear Regression II

Multicollinearity 15/33

Multicollinearity will often result in large standard errors for

the estimated coefcients, reecting the uncertainty that

we have mentioned above.

The regression R

2

may also look reasonable suggesting

that the regressors have a high degree of explanatory

power.

But beware of mistaking insignicance with multicollinearity

a large standard error can indicate that a variable is an

insignicant determinant of Y (yielding an insignicant

t-ratio) rather than the regression suffering from

multicollinearity!

There is no formal statistical test for (the absence of)

multicollinearity, but it is something that we must be aware

of when using regression analysis.

EC114 Introduction to Quantitative Economics 18. Multiple Linear Regression II

Multicollinearity 16/33

Example. Consider the following two OLS regression

results, obtained from two different countries:

Y = 0.356 + 0.765 X

2

+ 1.342 X

3

, R

2

= 0.854;

(3.12) (0.431) (0.654)

Y = 0.644 + 1.112 X

2

+ 0.943 X

3

, R

2

= 0.187.

(2.76) (0.644) (0.482)

Figures in parentheses are t-ratios.

For each regression result consider the extent to which X

2

and X

3

really inuence Y (the interpretation of the variables

themselves is not important).

EC114 Introduction to Quantitative Economics 18. Multiple Linear Regression II

Multicollinearity 17/33

Consider the rst regression:

Y = 0.356 + 0.765 X

2

+ 1.342 X

3

, R

2

= 0.854;

(3.12) (0.431) (0.654)

Here, we observe that the variables X

2

and X

3

have low

t-ratios and as a consequence it seems they do not have

individual explanatory power.

However, we observe a considerably high R

2

of 0.854.

This implies that 85.4% of the total variation in Y can be

attributed to the variation in X

2

and X

3

and, hence, that the

two variables seem to have explanatory power for Y.

We should suspect a problem of multicollinearity which is

masking the actual explanatory power of X

2

and/or X

3

as

determinants of Y.

EC114 Introduction to Quantitative Economics 18. Multiple Linear Regression II

Multicollinearity 18/33

Now consider the second regression:

Y = 0.644 + 1.112 X

2

+ 0.943 X

3

, R

2

= 0.187.

(2.76) (0.644) (0.482)

Here, the variables are also not signicant (they have low

t-ratios) which means we cannot reject the null hypotheses

of the coefcients being equal to zero, which seems to

suggest that they do not explain the variation in Y.

The R

2

is also very low (18.7%), which means that the joint

explanatory power of the two variables is very low.

In this case we do not suspect that the low t-ratios

associated with the variables are a result of

multicollinearity, and we should conclude that the variables

X

2

and X

3

do not inuence Y.

EC114 Introduction to Quantitative Economics 18. Multiple Linear Regression II

Inference: F-tests 19/33

We have seen how to test hypotheses concerning

individual coefcients in the multiple regression model

Y =

1

+

2

X

2

+ . . . +

k

X

k

+ ;

we conduct such tests using t-statistics.

For example, to test H

0

:

j

= 0 against H

A

:

j

= 0 we use

TS =

b

j

s

b

j

t

nk

under H

0

,

where b

j

is the estimated coefcient and s

b

j

its standard

error.

But in Economics we often wish to test hypotheses

concerning more than one parameter. . .

EC114 Introduction to Quantitative Economics 18. Multiple Linear Regression II

Inference: F-tests 20/33

As an example, consider a production function

Y = AX

2

2

X

3

3

,

where Y denotes output and X

2

and X

3

are the inputs

(e.g. capital and labour).

Under constant returns to scale we require

2

+

3

= 1,

and this is a testable hypothesis.

Taking logarithms and adding a disturbance our regression

model would be

ln(Y) =

1

+

2

ln(X

2

) +

3

ln(X

3

) + ,

where

1

= ln(A); we would then want to test

H

0

:

2

+

3

= 1 against H

A

:

2

+

3

= 1.

EC114 Introduction to Quantitative Economics 18. Multiple Linear Regression II

Inference: F-tests 21/33

We shall focus here on:

(i) tests of overall signicance; and

(ii) variable addition/deletion tests.

Tests of overall signicance are concerned with the joint

signicance of all the variables in the regression (excluding

the constant).

In the multiple regression model

Y =

1

+

2

X

2

+ . . . +

k

X

k

+ ,

a test of overall signicance is a test of

H

0

:

2

=

3

= . . . =

k

= 0

against H

A

: at least one of

2

, . . . ,

k

is non-zero.

EC114 Introduction to Quantitative Economics 18. Multiple Linear Regression II

Inference: F-tests 22/33

The test is one of whether X

2

, . . . , X

k

are jointly signicant

determinants of Y.

Note that, under H

0

, Y =

1

+ , because all the other s

are zero.

The test itself is based around the decomposition of the

total sum of squares, SST =

y

2

i

=

(Y

i

Y)

2

, into the

explained sum of squares, SSE, and the residual sum of

squares, SSR =

e

2

i

:

SST = SSE + SSR.

If the regressors were unimportant determinants of Y (as

under H

0

), SSR would be large compared to SSE.

Conversely, if (at least one of) the regressors were

important determinants of Y (as under H

A

), then SSR

would be small compared to SSE.

EC114 Introduction to Quantitative Economics 18. Multiple Linear Regression II

Inference: F-tests 23/33

In order to carry out a statistical test we need to be able to

determine what large and small mean statistically.

The actual test statistic is based on the ratio SSE/SSR;

more precisely,

TS =

SSE/(k 1)

SSR/(n k)

F

k1,nk

under H

0

, where k 1 are the degrees of freedom for the

numerator, and n k are the degrees of freedom for the

denominator.

A graph of a particular F-distribution F

20,20

follows:

EC114 Introduction to Quantitative Economics 18. Multiple Linear Regression II

Inference: F-tests 24/33

We can use tables (e.g. Table A.4 of Thomas) to determine

the appropriate critical values against which to compare TS.

Our test statistic will be signicant at the 5% level if it lies in

the upper 5% of the F

k1,nk

distribution.

Denote the critical value by F

0.05

for a 5% level test.

EC114 Introduction to Quantitative Economics 18. Multiple Linear Regression II

Inference: F-tests 25/33

The test criterion is:

if TS > F

0.05

then reject H

0

in favour of H

A

;

if TS < F

0.05

then do not reject H

0

(reserve judgment).

Example. Lets return to the money-demand example

where we estimated the regression equation

Y =

1

+

2

X

2

+

3

X

3

+

4

X

4

+

where

Y: money stock;

X

2

: GDP;

X

3

: interest rate;

X

4

: rate of price ination.

The Stata output for this regression is as follows:

EC114 Introduction to Quantitative Economics 18. Multiple Linear Regression II

Inference: F-tests 26/33

. regress m g ir pi

Source | SS df MS Number of obs = 30

-------------+------------------------------ F( 3, 26) = 30.70

Model | 20.5893701 3 6.86312337 Prob > F = 0.0000

Residual | 5.81286631 26 .223571781 R-squared = 0.7798

-------------+------------------------------ Adj R-squared = 0.7544

Total | 26.4022364 29 .910421946 Root MSE = .47283

------------------------------------------------------------------------------

m | Coef. Std. Err. t P>|t| [95% Conf. Interval]

-------------+----------------------------------------------------------------

g | .1703745 .0189433 8.99 0.000 .1314361 .2093129

ir | -.0001693 .0012483 -0.14 0.893 -.0027353 .0023967

pi | -.002197 .0037733 -0.58 0.565 -.0099531 .0055592

_cons | .0893538 .1388419 0.64 0.525 -.1960399 .3747475

------------------------------------------------------------------------------

We nd that SSE = 20.5894 and SSR = 5.8129 so, with

n = 30 and k = 4, the test statistic is

TS =

20.5894/3

5.8129/26

= 30.6975 F

3,26

under H

0

:

2

=

3

=

4

= 0.

EC114 Introduction to Quantitative Economics 18. Multiple Linear Regression II

Inference: F-tests 27/33

From Table A.4 in Thomas we nd that, with 3 degrees of

freedom (d.f.) for the numerator and 26 d.f. for the

denominator, F

0.05

= 2.9752.

We have TS = 30.6975 > 2.9752 and so we reject H

0

in

favour of H

A

i.e. there is evidence to suggest that at least

one of X

2

, X

3

and X

4

is a signicant determinant of Y.

Note that this test statistic is reported in the second row in

the upper right-hand part of the Stata output:

F( 3, 26) = 30.70.

The next row reports

Prob > F = 0.0000

which means that there is (virtually) nothing to the right of

30.70 in the F

3,26

distribution.

This implies that we clearly reject the null hypothesis at the

5% level!

EC114 Introduction to Quantitative Economics 18. Multiple Linear Regression II

Inference: F-tests 28/33

Variable addition/deletion tests are concerned with the joint

signicance of a subset of variables in the model.

For example, in our money demand regression

Y =

1

+

2

X

2

+

3

X

3

+

4

X

4

+ ,

suppose we want to test the joint signicance of X

3

(interest rate) and X

4

(price ination).

Our null hypothesis is therefore

H

0

:

3

=

4

= 0

and the alternative hypothesis is

H

A

: either

3

= 0 or

4

= 0 or both are non-zero.

EC114 Introduction to Quantitative Economics 18. Multiple Linear Regression II

Inference: F-tests 29/33

Under the null hypothesis Y (money demand) only

depends on X

2

(GDP):

Y =

1

+

2

X

2

+ .

The test statistic compares the values of the sum of

squared residuals, SSR, under the null and alternative

hypotheses.

Let SSR

R

denote the value of SSR under H

0

this is the

restricted model obtained by imposing the two restrictions

3

= 0 and

4

= 0.

Similarly, let SSR

U

denote the value of SSR under H

A

this is the unrestricted model because no restrictions have

been imposed.

EC114 Introduction to Quantitative Economics 18. Multiple Linear Regression II

Inference: F-tests 30/33

In general, suppose h restrictions are imposed under H

0

.

Then the test statistic is

TS =

(SSR

R

SSR

U

)/h

SSR

U

/(n k)

F

h,nk

under H

0

.

This is an upper one-tail test and so the decision rule is:

if TS > F

0.05

then reject H

0

in favour of H

A

;

if TS < F

0.05

then do not reject H

0

(reserve judgment),

where F

0.05

is the 5% critical value from the F-distribution.

Returning to our money demand example, from the earlier

(unrestricted) regression we have SSR

U

= 5.8129.

The restricted regression is:

EC114 Introduction to Quantitative Economics 18. Multiple Linear Regression II

Inference: F-tests 31/33

. regress m g

Source | SS df MS Number of obs = 30

-------------+------------------------------ F( 1, 28) = 94.88

Model | 20.3862321 1 20.3862321 Prob > F = 0.0000

Residual | 6.01600434 28 .214857298 R-squared = 0.7721

-------------+------------------------------ Adj R-squared = 0.7640

Total | 26.4022364 29 .910421946 Root MSE = .46353

------------------------------------------------------------------------------

m | Coef. Std. Err. t P>|t| [95% Conf. Interval]

-------------+----------------------------------------------------------------

g | .1748489 .0179502 9.74 0.000 .1380795 .2116182

_cons | .0212579 .1157594 0.18 0.856 -.2158645 .2583803

------------------------------------------------------------------------------

We nd that SSR

R

= 6.0160 so, with h = 2, n = 30 and

k = 4, the test statistic is

TS =

(6.0160 5.8129)/2

5.8129/26

= 0.4542 F

2,26

under H

0

:

3

=

4

= 0.

EC114 Introduction to Quantitative Economics 18. Multiple Linear Regression II

Inference: F-tests 32/33

The 5% critical value from the F

2,26

distribution is

F

0.05

= 3.3690.

We have TS = 0.4542 < 3.3690 and so we do not reject H

0

i.e. there is insufcient evidence to reject the hypothesis

that X

3

(interest rate) and X

4

(price ination) are

insignicant determinants of money demand.

Some further points to note:

Imposing restrictions means that the SSR is greater than

the unrestricted SSR i.e. SSR

R

> SSR

U

.

The test statistic can also be written

TS =

(R

2

U

R

2

R

)/h

(1 R

2

U

)/(n k)

where R

2

U

and R

2

R

are the values of R

2

from the unrestricted

and restricted regressions, respectively.

EC114 Introduction to Quantitative Economics 18. Multiple Linear Regression II

Summary 33/33

Summary

multicollinearity

inference

Next week:

dummy variables; Chow tests; heteroskedasticity

EC114 Introduction to Quantitative Economics 18. Multiple Linear Regression II

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