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Publication Detailed Description
New multicollinearity indicators in linear regression models
Journal Title
International Statistical Review
Year (definitive publication)
2007
Language
English
Country
United Kingdom
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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.
Acknowledgements
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Keywords
Multiple linear regression,Multicollinearity indicators,Path analysis
Fields of Science and Technology Classification
- Mathematics - Natural Sciences