Multi co linearity, Advanced Statistics

Multi co linearity is the term used in the regression analysis to indicate situations where the explanatory variables are related by a linear function, making the inference of the regression coefficients impossible. Including the sum of explanatory variables in the regression analysis would, for instance, lead to this problem. Estimated multi co linearity can also cause problems while estimating regression coefficients. In particular if multiple correlations for the regression of the particular explanatory variable on the others is high, then the variance of corresponding estimated regression coefficient will also be quite high.

Posted Date: 7/30/2012 4:03:01 AM | Location : United States







Related Discussions:- Multi co linearity, Assignment Help, Ask Question on Multi co linearity, Get Answer, Expert's Help, Multi co linearity Discussions

Write discussion on Multi co linearity
Your posts are moderated
Related Questions
Modern hotels and certain establishments make use of an electronic door lock system. To open a door an electronic card is inserted into a slot. A green light indicates that the doo

Geometric distribution: The probability distribution of the number of trials (N) before the first success in the sequence of Bernoulli trials. Specifically the distribution is can

Mann Whitney test is a distribution free test which is used as an alternative to the Student's t-test for assessing that whether the two populations have the same median. The test

The Null Hypothesis - H0: β 1 = 0 i.e. there is homoscedasticity errors and no heteroscedasticity exists The Alternative Hypothesis - H1: β 1 ≠ 0 i.e. there is no homoscedasti

A metal fabrication process uses a die-cast metal fastener at a uniform rate of 300 units per year. Currently, this item is currently purchased from an external supplier at a unit

The Null Hypothesis - H0:  There is no heteroscedasticity i.e. β 1 = 0 The Alternative Hypothesis - H1:  There is heteroscedasticity i.e. β 1 0 Reject H0 if |t | > t = 1.96

A term commonly encountered in the analysis of the contingency tables. Such type of frequencies are the estimates of the values to be expected under hypothesis of interest. In a tw

Random allocation is a technique for creating the treatment and control groups particularly in accordance of the clinical trial. Subjects receive the active treatment or the place

Treatment allocation ratio is the ratio of the number of subjects allocated to the two treatments in a clinical trial. The equal allocation is most usual in practice, but it might

Pascal's triangle  is an arrangement of numbers described by Pascal in his Traité du Triangle Arithmétique published in the year 1665 as 'The number in each cell is equal to in the