Collinearity and multivariable analysis

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Multivariable and Vector Analysis

c © W W L Chen, 1997, 2008. This chapter is available free to all individuals, on the understanding that it is not to be used for financial gain, and may be downloaded and/or photocopied, with or without permission from the author. However, this document may not be kept on any information storage and retrieval system without permission from the author, unless such system is not accessible to an...

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Understanding the collinearity problem in regression and discriminant analysis

This paper presents a discussion of the collinearity problem in regression and discriminant analysis. The paper describes reasons why the collinearity is a problem for the prediction ability and classification ability of the classical methods. The discussion is based on established formulae for prediction errors. Special emphasis is put on differences and similarities between regression and cla...

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Collinearity and Least Squares Regression

abstract In this paper we introduce certain numbers, called collinearity indices, which are useful in detecting near collinearities in regression problems. The coeecients enter adversely into formulas concerning signiicance testing and the eeects of errors in the regression variables. Thus they provide simple regression diagnostics, suitable for incorporation in regression packages.

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ژورنال

عنوان ژورنال: Intensive Care Medicine

سال: 2016

ISSN: 0342-4642,1432-1238

DOI: 10.1007/s00134-016-4528-8