Fundamentals of Statistics contains material of various lectures and courses of H. Lohninger on statistics, data analysis and chemometrics......click here for more. 
Home Multivariate Data Modeling Multiple Regression MLR and Collinearity  
See also: MLR  
MLR and CollinearityCollinear variables are a major problem with MLR modeling. Two variables are said to be collinear if they are approximately (or exactly) linearly dependent, or in other words, if there is a high correlation between the two variables. If a model is based on highly correlated variables, the estimated regression coefficients become unstable. This renders the coefficients useless for causal interpretation. There are at least three ways to determine collinearity:


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