A monte carlo simulation study on high leverage collinearity-enhancing observation and its effect on multicollinearity pattern.
Outliers in the X-direction or high leverage points are the latest known source of multicollinearity. Multicollinearity is a nonorthogonality of two or more explanatory variables in multiple regression models, which may have important influential impacts on interpreting a fitted regression model. In...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English English |
| Published: |
2011
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| Online Access: | http://psasir.upm.edu.my/id/eprint/24980/1/A%20monte%20carlo%20simulation%20study%20on%20high%20leverage%20collinearity.pdf |