I was running a spatial regression using `spregress` and was looking through the post estimations documentation. I noticed that there's no test for collinearity among the independent variables. So I went and looked for it on google, but my search didn't give me much of anything. Most of the papers I've read that used spatial regression as their method, the books that tackled spatial econometrics, they didn't really talk much about multicollinearity either. Am I missing something? Or is multicollinearity test not suitable for spatial models?
Thank you so much in advance!
Thank you so much in advance!