Regression analysis and problems of multicollinearity
- 1 January 1975
- journal article
- research article
- Published by Taylor & Francis in Communications in Statistics
- Vol. 4 (3) , 277-292
- https://doi.org/10.1080/03610927308827246
Abstract
Multicollinearity or linear dependence among the vectors of regressor variables in a multiple linear regression analysis can have sever effects on the estimation of parameters and on variables selection techniques. This expository paper examines the sources of multicollinearity and discusses some of its harmful affects. Several methods proposed in the literature for detecting multicollinearity and dealing with the associated problems are also presented and discussed.Keywords
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