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Multicollinearity

In statistics, multicollinearity or collinearity is a situation where the predictors in a regression model are linearly dependent.

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Overview

Perfect multicollinearity

Numerical issues

Effects on coefficient estimates

Misuse

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Map overview Semantic statistics

Multicollinearity

Nodes63
Edges62
Triples91
Avg. degree1.97
Density0.031746
Components1

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Multicollinearity

Top relations

related to Further reading · 60
Multicollinearity → Adkins, Arthur, Arturs, Baayen, Badi, Belsley, Blackwell, Cambridge, Carter, Chichester, Collinearity, Companion, Course, David, Econometric Methods, Econometrics, Edwin, Elements, Fabian, Fourth
related to External links · 11
Multicollinearity → Archived, December, Earliest Uses, Econometrics Lecture, March, Mark, Oregon, The, Thoma, University, YouTube
related to Solutions · 10
Multicollinearity → For, Gaussian, However, LOESS, Numerical, Poorly-written, Standardizing, This, Use, Working
related to Perfect multicollinearity · 3
Multicollinearity → If, Ordinary, Perfect
related to Remedies · 3
Multicollinearity → However, Misuse, There

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Important terminology

variables regression collinearity data perfect estimates matrix situation predictors errors standard linear isbn polynomial generally model displaystyle many however techniques

Entity relationships Subject–Predicate–Object triples

SubjectPredicateObjectConfidenceSrc
ridge regressioninstance ofRegularized regression techniques0.80text
LASSOinstance ofRegularized regression techniques0.80text
elastic net regressioninstance ofRegularized regression techniques0.80text
or spike-and-slab regression are less sensitive to includinginstance ofRegularized regression techniques0.80text
Multicollinearityrelated to External linksThoma0.60section
Multicollinearityrelated to External linksMark0.60section
Multicollinearityrelated to External linksMarch0.60section
Multicollinearityrelated to External linksEconometrics Lecture0.60section
Multicollinearityrelated to External linksUniversity0.60section
Multicollinearityrelated to External linksOregon0.60section
Multicollinearityrelated to External linksArchived0.60section
Multicollinearityrelated to External linksDecember0.60section

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