Regresion analysis with multicollinear predictor variables: definition, derection, and effects
- 1 January 1983
- journal article
- research article
- Published by Taylor & Francis in Communications in Statistics - Theory and Methods
- Vol. 12 (19) , 2217-2260
- https://doi.org/10.1080/03610928308828603
Abstract
For over fifty years researchers have encountered difficulties with least squares estimators when predictor variables in a regression analysis are multicollinear. Extensive research efforts over the last ten to fifteen years have resulted in a clear understanding of many aspects of this problem and have, generated a great deal of controversy over possible solutiors. In this survey the nature and effects of predictor-variable multicollinearities are examined. Emphasis is placed on discussions of the multicollinearity problem itself rather than on classical or Bayesian solutions to the problem.Keywords
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