The effect of collinearity-influential observations on collinear data set: a Monte Carlo simulation study

In this study, the effect of different patterns of high leverages on the classical multicollinearity diagnostics and collinearity-influential measure is investigated. Specifically the investigation is focus on in which situations do these points become collinearity-enhancing or collinearity-reducing...

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Bibliographic Details
Main Authors: Bagheri, Arezoo, Midi, Habshah, Imon, A. H. M. Rahmatullah
Format: Article
Language:English
Published: Asian Network for Scientific Information 2010
Online Access:http://psasir.upm.edu.my/id/eprint/17075/1/The%20Effect%20of%20Collinearity%20influential%20Observations%20on%20Collinear%20Data%20Set.pdf