A remedial measure of multicollinearity in multiple linear regression in the presence of high leverage points

• Main Authors: Ismaeel, Shelan Saied, Habshah Midi,, Omar, Kurdistan M. Taher
• Format: Article
• Language: English
• Published: Penerbit Universiti Kebangsaan Malaysia 2024
• Online Access: http://journalarticle.ukm.my/23925/1/SE%2014.pdf; http://journalarticle.ukm.my/23925/; https://www.ukm.my/jsm/english_journals/vol53num4_2024/contentsVol53num4_2024.html

The ordinary least squares (OLS) is the widely used method in multiple linear regression model due to tradition and its optimal properties. Nonetheless, in the presence of multicollinearity, the OLS method is inefficient because the standard errors of its estimates become inflated. Many methods have...