The effect of collinearity-influential observations on collinear data set: a Monte Carlo simulation study
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...
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Asian Network for Scientific Information
2010
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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 |
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my.upm.eprints.170752016-05-16T09:10:02Z http://psasir.upm.edu.my/id/eprint/17075/ The effect of collinearity-influential observations on collinear data set: a Monte Carlo simulation study Bagheri, Arezoo Midi, Habshah Imon, A. H. M. Rahmatullah 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. Asian Network for Scientific Information 2010 Article PeerReviewed application/pdf en http://psasir.upm.edu.my/id/eprint/17075/1/The%20Effect%20of%20Collinearity%20influential%20Observations%20on%20Collinear%20Data%20Set.pdf Bagheri, Arezoo and Midi, Habshah and Imon, A. H. M. Rahmatullah (2010) The effect of collinearity-influential observations on collinear data set: a Monte Carlo simulation study. Journal of Applied Sciences, 10 (18). pp. 2086-2093. ISSN 1812-5654; ESSN: 1812-5662 http://www.scialert.net/abstract/?doi=jas.2010.2086.2093 10.3923/jas.2010.2086.2093 |
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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. |
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Article |
author |
Bagheri, Arezoo Midi, Habshah Imon, A. H. M. Rahmatullah |
spellingShingle |
Bagheri, Arezoo Midi, Habshah Imon, A. H. M. Rahmatullah The effect of collinearity-influential observations on collinear data set: a Monte Carlo simulation study |
author_facet |
Bagheri, Arezoo Midi, Habshah Imon, A. H. M. Rahmatullah |
author_sort |
Bagheri, Arezoo |
title |
The effect of collinearity-influential observations on collinear data set: a Monte Carlo simulation study |
title_short |
The effect of collinearity-influential observations on collinear data set: a Monte Carlo simulation study |
title_full |
The effect of collinearity-influential observations on collinear data set: a Monte Carlo simulation study |
title_fullStr |
The effect of collinearity-influential observations on collinear data set: a Monte Carlo simulation study |
title_full_unstemmed |
The effect of collinearity-influential observations on collinear data set: a Monte Carlo simulation study |
title_sort |
effect of collinearity-influential observations on collinear data set: a monte carlo simulation study |
publisher |
Asian Network for Scientific Information |
publishDate |
2010 |
url |
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 |
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