COMPARATIVE ANALYSIS ON THE DIFFERENT METHODS OF DETECTING MULTICOLLINEARITY
Abstract
Keywords
Full Text:
PDFReferences
Abidemi, A. K., Bright, A. F., & Uzoma, U. E. (2016). Detection of multicollinearity using min-max and point-coordinates approach. American Journal of Theoretical and Applied
Statistics, 4(6), 640-643. doi: 10.11648/j.ajtas.20150406.36.
Belsley, D. (1991). Conditioning diagnostics: Collinearity and weak data in regression. New York: Wiley. ISBN 0-471-52889-7
Brien, R. M. (2007). A caution regarding rules of thumb for variance inflation factors. Quality & Quantity, 41(5), 673. doi: 10.1007/s11135-006-9018-6.
Bock, T. (n.d.). Display R. variance inflation factor. https://www.displayr.com/variance-inflation-factors-vifs/
Chen, P. Y., & Popovich, P. M. (2002). Correlation: Parametric and nonparametric measures. Thousand Oaks, CA: Sage Publications.
Draper, N. R., & Smith, H. (2003). Applied regression analysis (3rd ed.). Wiley, New York.
Duncombe, P., Kenward, M., Kollerstorm, J., & Wetherill, G. B. (1986)Regression analysis with application (1st ed.). Chapman and Hall, New York.
Enders, W. (2010). Applied econometric time series. John Wiley & Sons.
Gujrati, D. N. (2004). Basic econometrics. 3rd edition, Tata McGraw-Hill, New Delhi.
Jim F. (2013). What are the effects of multicollinearity and when can I ignore them? http://blog.minitab.com/blog/adventures-in-statistics/what-are-the-effects-of-multicollinearity-and-when-can-i-ignore-them.
Kennedy, P. E. (2002). More on venn diagrams for Regression. Journal of Statistics Education, 10(1). www.amstat.org/publications/jse/v10n1/kennedy.html.
Kock, N., & Lynn, G. S. (2012). Lateral collinearity and misleading results invariance-based SEM: An illustration and recommendation. Journal of the Association for Information Systems, 13(7), 546-580.
Kumar, T. K. (1975). Multicollinearity in regression analysis. Review of Economics and Statistics, 57(3), 365-366.
Kutner, M. H., Li, W., Nachtsheim, C. J., & Neter, J. (2005). Applied linear statistical models (5th ed.). Irwin McGraw-Hill, New York. ISBN 0-07-238688-6.
Longley, J. W. (1967). An appraisal of least-squares programs from the point of view of the user. Journal of the American Statistical Association, 62, 819-841.
Math Centre. (2009). Equations of straight lines. www.mathcentre.ac.uk/resources/uploaded/mc-ty-strtlines-2009-1.pdf.
Math is Fun. (n.d.). Gradient (slope) of a straight line. https://www.mathsisfun.com/gradient.html.
Protter, M. H., & Protter, P. E. (1988). Protter and Protter: Calculus with analytic geometry (4th ed.).
R Core Team. (2018). Datasets distributed with R. https://cran.r-project.org/doc/manuals/r-release/R-data.html.
Statistics How To. (2018). Range of Set of data in math and statistics. http://www.statisticshowto.com/probability-and-statistics/statistics-definitions/range-statistics/.
Statistics Solutions. (2015). Correlation (Pearson, Kendall, Spearman). http://www.statisticssolutions.com/correlation-pearson-kendall-spearman/.
Strang, G. (2010). Introduction to linear algebra (4th edition). Wellesley-Cambridge Press.
Refbacks
- There are currently no refbacks.
SDSSU Multidisciplinary Research Journal (SMRJ)
North Eastern Mindanao State University (NEMSU)
Research Journal Publication Office
Rosario, Tandag City Surigao del Sur 8300, Philippines
p-ISSN: 2244-6990
e-ISSN: 2408-3577