New Multicollinearity Indicators in Linear Regression Models

International Statistical Review (Impact Factor: 0.72). 01/2007; 75(1):114-121. DOI: 10.1111/j.1751-5823.2007.00007.x
Source: RePEc

ABSTRACT Correlation is an important statistical issue for the Ordinary Least Squares estimates and for data-reduction techniques, such as the Factor and the Principal Components analyses. In this paper we propose new indicators for the multicollinearity problem in the multiple linear regression model. Copyright 2007 The Authors. Journal compilation (c) 2007 International Statistical Institute.

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