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New Multicollinearity Indicators in Linear Regression Models

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  • José Dias Curto
  • José Castro Pinto

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. La corrélation c'est une issue statistique importante pour les évaluations des moindres carrés ordinaires et pour les techniques de réduction de données, telles que l' analyse factorielle et l'analyse des composants principaux. Dans l'étude on peut trouver des nouvelles cotes pour évaluer le problème de multicollinearité dans le modèle de régression linéaire.

Suggested Citation

  • José Dias Curto & José Castro Pinto, 2007. "New Multicollinearity Indicators in Linear Regression Models," International Statistical Review, International Statistical Institute, vol. 75(1), pages 114-121, April.
    • Handle: RePEc:bla:istatr:v:75:y:2007:i:1:p:114-121
    DOI: 10.1111/j.1751-5823.2007.00007.x
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    Cited by:

    1. Yukio Sadahiro & Yan Wang, 2018. "Configuration of sample points for the reduction of multicollinearity in regression models with distance variables," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 61(2), pages 295-317, September.
    2. Ahmed, T. & Vu, D.H. & Muttaqi, K.M. & Agalgaonkar, A.P., 2018. "Load forecasting under changing climatic conditions for the city of Sydney, Australia," Energy, Elsevier, vol. 142(C), pages 911-919.
    3. Yow-Jen Jou & Chien-Chia Huang & Hsun-Jung Cho, 2014. "A VIF-based optimization model to alleviate collinearity problems in multiple linear regression," Computational Statistics, Springer, vol. 29(6), pages 1515-1541, December.
    4. R. Salmerón & J. García & C. B. García & M. M. López Martín, 2017. "A note about the corrected VIF," Statistical Papers, Springer, vol. 58(3), pages 929-945, September.
    5. Jos� Dias Curto & Jos� Castro Pinto, 2011. "The corrected VIF (CVIF)," Journal of Applied Statistics, Taylor & Francis Journals, vol. 38(7), pages 1499-1507, June.
    6. Phiri, Isaac, 2020. "The effect of access to finance on commercialisation of smallholder maize farmers in Eswatini," Research Theses 334755, Collaborative Masters Program in Agricultural and Applied Economics.
    7. Yazhou Zhao & Shengyu Li & Dazhi Yang & Jiaqiang Lei & Jinglong Fan, 2023. "Spatiotemporal Changes and Driving Force Analysis of Land Sensitivity to Desertification in Xinjiang Based on GEE," Land, MDPI, vol. 12(4), pages 1-20, April.
    8. Roman Salmerón Gómez & José García Pérez & María Del Mar López Martín & Catalina García García, 2016. "Collinearity diagnostic applied in ridge estimation through the variance inflation factor," Journal of Applied Statistics, Taylor & Francis Journals, vol. 43(10), pages 1831-1849, August.

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