Robust multicollinearity diagnostic measures based on minimum covariance determinants approach
The classical multicollinearity diagnostic measures are not resistant to high leverage points since their formulation are based on eigen analysis of classical correlation matrix that is very sensitive to the presence of these leverages. The existing robust multicollinearity diagnostics also are not...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Academy of Economic Studies
2013
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| Online Access: | http://psasir.upm.edu.my/id/eprint/35288/1/Robust%20multicollinearity%20diagnostic%20measures%20based%20on%20minimum%20covariance%20determinants%20approach.pdf |