Measurement of Multicolinearity Using Determinants of Correlation Matrix

@article{4707,
   author = {Mihola, Jiří and Bílková, Diana},
   article_location = {London},
   article_number = {No. 2},
   keywords = {Multicollinearity;System closeness;Determinant;Correlation matrix;Orthogonal linear regression;Hyperplane},
   language = {eng},
   issn = {2051-5995},
   journal = {International Journal of Mathematical Sciences},
   title = {Measurement of Multicolinearity Using Determinants of Correlation Matrix},
   volume = {Vol. 34},
   year = {2014}
}

TY  - JOUR
ID  - 4707
AU  - Mihola, Jiří - Bílková, Diana
PY  - 2014
TI  - Measurement of Multicolinearity Using Determinants of Correlation Matrix
JF  - International Journal of Mathematical Sciences
VL  - Vol. 34
IS  - No. 2
SP  - 1543-1549
EP  - 1543-1549
PB  - Recent Science Publications
SN  - 20515995
KW  - Multicollinearity;System closeness;Determinant;Correlation matrix;Orthogonal linear regression;Hyperplane
N2  - Theinfallibility of assessments of regression coefficients of multiple linear regression is greatly affected by multicollinearity. Basically, all familiar methods related to its measurement are based on a certain way of measuringabsolutecloseness of thecomplex of independent variables. This study presents the measurement of multicollinearity as a quotient of total closeness of the complex of dependent variables and the whole system. The total closeness is measured by quantity 1 ?|R|. Such an indicatorhas convenient qualities and can be applied together with the most important correlation features.
ER  - 

MIHOLA, Jiří a Diana BÍLKOVÁ. Measurement of Multicolinearity Using Determinants of Correlation Matrix. \textit{International Journal of Mathematical Sciences}. London: Recent Science Publications, Vol. 34, No. 2, s.~1543-1549. ISSN~2051-5995. 2014.