Hi, we are conducting linear regression.
We performed first the Variance Inflation Factor to check for multicollinearity and we dropped the independent variables below 10
So are ALL of our independent variables supposed to be included in testing the Breusch-Godfrey (autocorrelation test) and Breusch-Pagan (heteroskedasticity test)? Or only those independent variables left (below 10) after performing VIF.
Thank you in advance.