Abstract
Abstract Multicollinearity refers to the linear relation among two or more variables. It is a data problem which 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. Copyright © 2010 John Wiley & Sons, Inc. This article is categorized under: Statistical Models > Linear Models Statistical Models > Multivariate Models
Keywords
MulticollinearityVariance inflation factorLinear regressionEconometricsLinear modelStatisticsGeneral linear modelBayesian multivariate linear regressionRegression analysisStatistical modelMultivariate statisticsMathematicsRegression diagnostic
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Publication Info
- Year
- 2010
- Type
- review
- Volume
- 2
- Issue
- 3
- Pages
- 370-374
- Citations
- 840
- Access
- Closed
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Cite This
Aylin Alın
(2010).
Multicollinearity.
Wiley Interdisciplinary Reviews Computational Statistics
, 2
(3)
, 370-374.
https://doi.org/10.1002/wics.84
Identifiers
- DOI
- 10.1002/wics.84