Multicollinearity

Alın A.

Wiley Interdisciplinary Reviews: Computational Statistics, vol.2, no.3, pp.370-374, 2010 (ESCI) identifier

  • Publication Type: Article / Article
  • Volume: 2 Issue: 3
  • Publication Date: 2010
  • Doi Number: 10.1002/wics.84
  • Journal Name: Wiley Interdisciplinary Reviews: Computational Statistics
  • Journal Indexes: Emerging Sources Citation Index (ESCI), Scopus, Academic Search Premier, Agricultural & Environmental Science Database, Compendex
  • Page Numbers: pp.370-374
  • Dokuz Eylül University Affiliated: Yes

Abstract

Multicollinearity refers to the linear relation among two or more variables. It is a data problemwhich may cause serious difficulty with the reliability of the estimates of the model parameters. In this article, multicollinearity among the explanatory variables in the multiple linear regression model is considered. Its effects on the linear regression model and some multicollinearity diagnostics for this model are presented. © 2010 John Wiley & Sons, Inc.