Some new diagnostics of multicollinearity in linear regression model
The problem of multicollinearity compromises the numerical stability of the regression coefficient estimate and cause some serious problem in validation and interpretation of the model. In this paper, we propose two new collinearity diagnostics for the detection of collinearity among regressors, bas...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Penerbit Universiti Kebangsaan Malaysia
2019
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| Online Access: | http://journalarticle.ukm.my/14359/ http://journalarticle.ukm.my/14359/ http://journalarticle.ukm.my/14359/1/26%20Muhammad%20Imdad%20Ullah.pdf |