journal article May 01, 2010

Multicollinearity

WIREs Computational Statistics Vol. 2 No. 3 pp. 370-374 · Wiley
Abstract
AbstractMulticollinearity 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
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References
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Ridge regression

Gary C. McDonald

WIREs Computational Statistics 10.1002/wics.14
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Citations
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References
Details
Published
May 01, 2010
Vol/Issue
2(3)
Pages
370-374
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Cite This Article
Aylin Alin (2010). Multicollinearity. WIREs Computational Statistics, 2(3), 370-374. https://doi.org/10.1002/wics.84
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