SEARCH

SEARCH BY CITATION

Keywords:

  • collinearity;
  • correlation;
  • ill-conditioned data;
  • linear regression;
  • multicollinearity

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.

For further resources related to this article, please visit the WIREs website.