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Multicollinearity

WIREs Computational Statistics, 2010
AbstractMulticollinearity 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.
Van Steen, Kristel, Molenberghs, G.
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Multicollinearity

2011
Radi se o enciklopedijskoj natuknici na jednoj stranici sa 4 reference. Natuknica je prikazana na str. 869-870 u 13. dijelu "International Encyclopedia of Statistical Science" (Springer, 2011)
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Meaningful Multicollinearity Measures

Technometrics, 1978
Problems of multicollinearity in regression analysis are considered and numerical measures established to assess the extent of multicollinearity in a set of regression data with respect to parameter confidence regions and tests of hypotheses, the effective sample size, and predictability.
Andrew R. Willan, Donald G. Watts
openaire   +1 more source

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