Multicollinearity

Alın A.

Wiley Interdisciplinary Reviews: Computational Statistics, cilt.2, sa.3, ss.370-374, 2010 (ESCI) identifier

  • Yayın Türü: Makale / Tam Makale
  • Cilt numarası: 2 Sayı: 3
  • Basım Tarihi: 2010
  • Doi Numarası: 10.1002/wics.84
  • Dergi Adı: Wiley Interdisciplinary Reviews: Computational Statistics
  • Derginin Tarandığı İndeksler: Emerging Sources Citation Index (ESCI), Scopus, Academic Search Premier, Agricultural & Environmental Science Database, Compendex
  • Sayfa Sayıları: ss.370-374
  • Dokuz Eylül Üniversitesi Adresli: Evet

Özet

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.