Article first published online: 8 MAR 2010
Copyright © 2010 John Wiley & Sons, Inc.
Wiley Interdisciplinary Reviews: Computational Statistics
Volume 2, Issue 3, pages 370–374, May/June 2010
How to Cite
Alin, A. (2010), Multicollinearity. WIREs Comp Stat, 2: 370–374. doi: 10.1002/wics.84
- Issue published online: 25 MAY 2010
- Article first published online: 8 MAR 2010
- ill-conditioned data;
- linear regression;
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.
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