The effect of collinearity-influential observations on collinear data set: a Monte Carlo simulation study

• Main Authors: Bagheri, Arezoo, Midi, Habshah, Imon, A. H. M. Rahmatullah
• Format: Article
• Language: English
• Published: Asian Network for Scientific Information 2010
• Online Access: http://psasir.upm.edu.my/id/eprint/17075/1/The%20Effect%20of%20Collinearity%20influential%20Observations%20on%20Collinear%20Data%20Set.pdf; http://psasir.upm.edu.my/id/eprint/17075/; http://www.scialert.net/abstract/?doi=jas.2010.2086.2093

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...