Problem of Multicollinearity
| المصدر: | مجلة جامعة الزيتونة |
|---|---|
| الناشر: | جامعة الزيتونة |
| المؤلف الرئيسي: | Agel, Ali H. (Author) |
| مؤلفين آخرين: | Duzan, Hanan M. (Co-Author), Gregni, Nadia B. (Co-Author) |
| المجلد/العدد: | ع15 |
| محكمة: | نعم |
| الدولة: |
ليبيا |
| التاريخ الميلادي: |
2015
|
| الشهر: | سبتمبر |
| الصفحات: | 82 - 93 |
| DOI: |
10.35778/1742-000-015-032 |
| ISSN: |
2523-1006 |
| رقم MD: | 841144 |
| نوع المحتوى: | بحوث ومقالات |
| اللغة: | الإنجليزية |
| قواعد المعلومات: | EduSearch, EcoLink, IslamicInfo, HumanIndex |
| مواضيع: | |
| رابط المحتوى: |
عدد مرات التحميل
12
| المستخلص: |
This paper investigates the short comings of using least squares estimators in the presence of multicollinearity in dealing with regression analysis. The solution to the multicollinearity problem is introduced by adding some constant to the diagonal elements of the coefficients matrix in the normal equations. This solution is superior to least-squares in presence of multicollinearity. Simulation studies are conducted based on 1000 data sets each, we note that the system stabilizes in a region of k values depending on the degree of correlation between the independent variables. The results of the simulation studies show that k is a linear function of the coefficient of determination of the least squares regression of X on the remaining p -1 regress or variables (R). |
|---|---|
| ISSN: |
2523-1006 |
عناصر مشابهة
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On the Multicollinearity Problem
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Modified Poisson Regression Models of Count Data and Parameter Estimation
بواسطة: Mahmoud, Mahmoud Riad منشور: (2015) -
Ridge Regression and The Multicollinearity Problem
بواسطة: Adam, Tahani Ali Esmail منشور: (2016) -
A Comparison between some Methods of Detecting Multicollinearity Using Simulation Technique
بواسطة: Al Menizel, Ayat Taisir Rashed منشور: (2008)
