The Effect of Collinearity influential Observations on Collinear Data Set: A Monte Carlo Simulation Study.

A., Bagheri and Midi, Habshah and Imon , A.H.M.R. (2010) The Effect of Collinearity influential Observations on Collinear Data Set: A Monte Carlo Simulation Study. Journal of Applied Siences, 10 (18). pp. 2086-2093. ISSN 1812-5654

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Abstract

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 observations. Both the empirical and the Monte Carlo simulation results, in collinear data sets indicate that when high leverages exist in just one explanatory variable or when the values of the high leverages are in different positions of the two explanatory variables, these points will be collinearity-reducing observations. On the other hand, these high leverages are collinearity-enhancing observations when their values and positions are the same for the two collinear explanatory variables.

Item Type:Article
Keyword:High leverage points; Multicollinearity; Diagnostic methods; Condition number; Collinearity influential measure.
Subject:Multicollinearity.
Subject:Regression analysis.
Faculty or Institute:Faculty of Science
Publisher:Asian Network for Scientific Information (ANSINET)
DOI Number:10.3923/jas.2010.2086.2093
Altmetrics:http://www.altmetric.com/details.php?domain=psasir.upm.edu.my&doi=10.3923/jas.2010.2086.2093
ID Code:17075
Deposited By: Najwani Amir Sariffudin
Deposited On:30 Jul 2012 02:04
Last Modified:30 Jul 2012 02:04

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