Collinearity in Multiple Linear Regression

  1. Ronald R. Hocking

Published Online: 28 JAN 2005

DOI: 10.1002/0471434159.ch5

Methods and Applications of Linear Models: Regression and the Analysis of Variance

Methods and Applications of Linear Models: Regression and the Analysis of Variance

How to Cite

Hocking, R. R. (2003) Collinearity in Multiple Linear Regression, in Methods and Applications of Linear Models: Regression and the Analysis of Variance, John Wiley & Sons, Inc., Hoboken, NJ, USA. doi: 10.1002/0471434159.ch5

Publication History

  1. Published Online: 28 JAN 2005
  2. Published Print: 24 MAR 2003

ISBN Information

Print ISBN: 9780471232223

Online ISBN: 9780471434153

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Keywords:

  • variance inflation factor;
  • picket fence;
  • residual plot

Summary

This chapter includes the following topics:

  • Collinearity Problem

  • Example With Collinearity

  • Collinearity Diagnostics

  • Remedial Solutions: Biased Estimators