Home
This Title All WIREs
WIREs RSS Feed
How to cite this WIREs title:
WIREs Comp Stat

Multicollinearity

Full article on Wiley Online Library:   HTML PDF

Can't access this content? Tell your librarian.

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. This article is categorized under: Statistical Models > Linear Models Statistical Models > Multivariate Models

Related Articles

Principal component analysis

Browse by Topic

Statistical Models > Linear Models
Statistical Models > Multivariate Models

Access to this WIREs title is by subscription only.

Recommend to Your
Librarian Now!

The latest WIREs articles in your inbox

Sign Up for Article Alerts