Meaningful Multicollinearity Measures |
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| Authors: | Andrew R Willan Donald G Watts |
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| Affiliation: | 1. Department of Epidemiology and Preventive Medicine , The University of Western Ontario , London , Ontario , Canada , N6A 587;2. Department of Mathematics and Statistics , Queen's University Kingston , Ontario , Canada , K7L 3N6 |
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| Abstract: | 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. |
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| Keywords: | Regression Effective sample size Extrapolation Interpolation Predictability |
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