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...
Main Authors: | , , |
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Format: | Article |
Language: | English |
Published: |
Asian Network for Scientific Information
2010
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Online Access: | http://psasir.upm.edu.my/id/eprint/17075/1/The%20Effect%20of%20Collinearity%20influential%20Observations%20on%20Collinear%20Data%20Set.pdf |