Measurement of Multicollinearity Using Determinants of Correlation Matrix

Result code in IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F26138077%3A_____%2F14%3A%230000802" target="_blank" >RIV/26138077:_____/14:#0000802 - isvavai.cz</a>

Result on the web

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DOI - Digital Object Identifier

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Result language

angličtina

Original language name

Measurement of Multicollinearity Using Determinants of Correlation Matrix

Original language description

The infallibility 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 measuring absolute closeness of the complex 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 indicator has convenient qualities and can be applied together with the most important correlation features.

Czech name

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Czech description

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Type

J_x - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)

CEP classification

AH - Economics

OECD FORD branch

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Project

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Continuities

I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace

Publication year

2014

Confidentiality

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Name of the periodical

International Journal of Mathematical Sciences

ISSN

2051-5995

e-ISSN

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Volume of the periodical

34

Issue of the periodical within the volume

2

Country of publishing house

GB - UNITED KINGDOM

Number of pages

7

Pages from-to

1543-1549

UT code for WoS article

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EID of the result in the Scopus database

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