Dear all,
currently I'm running a panel regression as a part of a seminar. My topic is the statistical problem of multicollinearity. At the moment I'm creating a correlation matrix with the command estat vce, corr.This command does only tell me about the correlations between the independent variables. However I'm interested in the correlation of the independent variables to the dependent variable. Is there a command to perform this? Also, is there a command to get the individual R-squareds of the independent variables?
Many thanks,
Julian
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