Vulnerability of the Tukey M Robust Regression Method Against Multicollinearity

In this study, we investigate whether the Tukey M robust regression method provides a solution for data sets suffering from multicollinearity problem. It is observed that high values of variance inflation factors (VIF) which sign multiple linear link among explanatory variables, cannot be controlled by methods work through residual values. The reason fact and VIF result do not produce extreme residuals. For reason, provide This shown an extensive simulation study. variables were derived trivariate normal distribution three different correlation also used two real-life examples results support findings all these reasons, can conclude specialized should utilized in case multicollinearity.