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@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, 2014, Vol. 34, No. 2, s.~1543-1549. ISSN~2051-5995.
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