multicollinearity

(redirected from Multicollinear)
Also found in: Thesaurus, Encyclopedia.

multicollinearity

(ˌmʌltɪkəʊˌlɪnɪˈærɪtɪ)
n
(Statistics) statistics the condition occurring when two or more of the independent variables in a regression equation are correlated
ThesaurusAntonymsRelated WordsSynonymsLegend:
Noun1.multicollinearity - a case of multiple regression in which the predictor variables are themselves highly correlated
statistics - a branch of applied mathematics concerned with the collection and interpretation of quantitative data and the use of probability theory to estimate population parameters
multiple correlation, multiple regression - a statistical technique that predicts values of one variable on the basis of two or more other variables
References in periodicals archive ?
These pattern recognition methods are commonly used to analyze high dimensional multicollinear data such as metabolomics data (Trygg et al.
Bayhan, "Forecasting using autocorrelated errors and multicollinear predictor variables," Computers and Industrial Engineering, vol.
The holistic theory that TCM is based on determines the complex multivariate nonlinear, that is, multicollinear, relationship of the variables of the four diagnostic methods' information.
The correlation coefficients ranged from .83 to .86 at preintervention and from .81 to .91 at postintervention, indicating that these scores were multicollinear and that only the Total Test scores should be used to determine differences between groups (Pallant, 2007).
The Variance Inflation Factor (VIF) test, performed to verify the absence of multicollinearity between the explanatory variables in Model II, allowed us to conclude that they are not multicollinear. The highest VIF value found is below 10, the amount stipulated by Gujarati (2006) as the limit from which the variables become highly collinear.
Furthermore, because the dam response variables are highly correlated, that is, they are highly multicollinear, multivariate KPLS might be advantageous in eliminating data noise and redundancy [21].
The two most common such transformations are to 1) form a linear combination of the multicollinear variables, 2) Transform the equation into first differences.
Specifically, MMAPAI appeared to be multicollinear with PROPAI (and UFCPAI, to a lesser degree), which could suggest that the participants view MMA as a primarily professional sport, and subsequently equate UFC with MMA.
Vega & Malamuth, 2007), we are inclined to dismiss this effect as the spurious product of a multiple regression model with too many multicollinear variables.
As our interaction term of interest is very persistent (energy abundance and energy intensity do not change much over time), we cannot employ a full (dynamic) panel data analysis: the (country-sector) fixed effects would be multicollinear with the interaction term, and the (country-sector) fixed effects would absorb most of the interaction effects.
It is marked that all the coefficients are less than 0.5 signifying less multicollinear problems.
PTSD and depression symptom scores were multicollinear with correlations of 0.81 preseparation and 0.80 at reintegration.