Multicollinearity

被引：680

作者：

Alin, Aylin ^{[1
]}

机构：

[1] Dokuz Eylul Univ, Dept Stat, Izmir, Turkey

来源：

WILEY INTERDISCIPLINARY REVIEWS-COMPUTATIONAL STATISTICS | 2010年 / 2卷 / 03期

关键词：

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

D O I：

10.1002/wics.84

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Multicollinearity refers to the linear relation among two or more variables. It is a data problemwhich 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. (C) 2010 John Wiley & Sons, Inc.

引用

页码：370 / 374

页数：5

共 19 条

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Belsley D. A, 1991, CONDITIONING DIAGNOS

[2]

Chattefuee S, 2006, WILEY SERIES PROBABI, V4, P1, DOI [10.1002/0470055464, DOI 10.1002/0470055464]

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