Diagnosis and quantification of the non-essential collinearity
Marquandt and Snee (Am Stat 29(1):3–20, 1975), Marquandt (J Am Stat Assoc 75(369):87–91, 1980) and Snee and Marquardt (Am Stat 38(2):83–87, 1984) refer to non-essential multicollinearity as that caused by the relation with the independent term. Although it is clear that the solution is to center the...
Gespeichert in:
| Veröffentlicht in: | Computational statistics 2020-06, Vol.35 (2), p.647-666 |
|---|---|
| Hauptverfasser: | , , |
| Format: | Artikel |
| Sprache: | eng |
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Tags: |
Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
|
| container_end_page | 666 |
|---|---|
| container_issue | 2 |
| container_start_page | 647 |
| container_title | Computational statistics |
| container_volume | 35 |
| creator | Salmerón-Gómez, Román Rodríguez-Sánchez, Ainara García-García, Catalina |
| description | Marquandt and Snee (Am Stat 29(1):3–20, 1975), Marquandt (J Am Stat Assoc 75(369):87–91, 1980) and Snee and Marquardt (Am Stat 38(2):83–87, 1984) refer to non-essential multicollinearity as that caused by the relation with the independent term. Although it is clear that the solution is to center the independent variables in the regression model, it is unclear when this kind of collinearity exists. The goal of this study is to diagnose the non-essential collinearity parting from a simple linear model. The collinearity indices
k
j
, traditionally misinterpreted as variance inflation factors, are reinterpreted in this paper where they will be used to distinguish and quantify the essential and non-essential collinearity. The results can be immediately extended to the multiple linear model. The study also has some recommendations for statistical software such as SPSS, Stata, GRETL or R for improving the diagnosis of non-essential collinearity. |
| doi_str_mv | 10.1007/s00180-019-00922-x |
| format | Article |
| fullrecord | <record><control><sourceid>proquest_cross</sourceid><recordid>TN_cdi_proquest_journals_2396572640</recordid><sourceformat>XML</sourceformat><sourcesystem>PC</sourcesystem><sourcerecordid>2396572640</sourcerecordid><originalsourceid>FETCH-LOGICAL-c319t-de68f574640e925b12d39758ab904444c62971ea4145300c1d1701d1862e0eb73</originalsourceid><addsrcrecordid>eNp9kE9LxDAQxYMouK5-AU8Fz9GZpE2aiyDrX1jwoueQbdM1S012kxZ2v73RCt6cw8xh3nvD_Ai5RLhGAHmTALAGCqgogGKM7o_IDAVyqkRVH5MZqJLTEgQ7JWcpbQAYkwxn5PbembUPyaXC-LbYjcYPrnONGVzwReiK4cMWPnhqU7J5ZfqiCX3vvDXRDYdzctKZPtmL3zkn748Pb4tnunx9elncLWnDUQ20taLuKlmKEqxi1QpZy5WsarNSUOZqBFMSrSmxrDhAgy1KyK0WzIJdST4nV1PuNobdaNOgN2GMPp_UjOcXJcvRWcUmVRNDStF2ehvdp4kHjaC_OemJk86c9A8nvc8mPplSFvu1jX_R_7i-ALwGag8</addsrcrecordid><sourcetype>Aggregation Database</sourcetype><iscdi>true</iscdi><recordtype>article</recordtype><pqid>2396572640</pqid></control><display><type>article</type><title>Diagnosis and quantification of the non-essential collinearity</title><source>Springer Online Journals Complete</source><creator>Salmerón-Gómez, Román ; Rodríguez-Sánchez, Ainara ; García-García, Catalina</creator><creatorcontrib>Salmerón-Gómez, Román ; Rodríguez-Sánchez, Ainara ; García-García, Catalina</creatorcontrib><description>Marquandt and Snee (Am Stat 29(1):3–20, 1975), Marquandt (J Am Stat Assoc 75(369):87–91, 1980) and Snee and Marquardt (Am Stat 38(2):83–87, 1984) refer to non-essential multicollinearity as that caused by the relation with the independent term. Although it is clear that the solution is to center the independent variables in the regression model, it is unclear when this kind of collinearity exists. The goal of this study is to diagnose the non-essential collinearity parting from a simple linear model. The collinearity indices
k
j
, traditionally misinterpreted as variance inflation factors, are reinterpreted in this paper where they will be used to distinguish and quantify the essential and non-essential collinearity. The results can be immediately extended to the multiple linear model. The study also has some recommendations for statistical software such as SPSS, Stata, GRETL or R for improving the diagnosis of non-essential collinearity.</description><identifier>ISSN: 0943-4062</identifier><identifier>EISSN: 1613-9658</identifier><identifier>DOI: 10.1007/s00180-019-00922-x</identifier><language>eng</language><publisher>Berlin/Heidelberg: Springer Berlin Heidelberg</publisher><subject>Collinearity ; Diagnosis ; Economic Theory/Quantitative Economics/Mathematical Methods ; Independent variables ; Mathematics and Statistics ; Original Paper ; Probability and Statistics in Computer Science ; Probability Theory and Stochastic Processes ; Regression models ; Statistical analysis ; Statistics</subject><ispartof>Computational statistics, 2020-06, Vol.35 (2), p.647-666</ispartof><rights>Springer-Verlag GmbH Germany, part of Springer Nature 2019</rights><rights>Springer-Verlag GmbH Germany, part of Springer Nature 2019.</rights><lds50>peer_reviewed</lds50><woscitedreferencessubscribed>false</woscitedreferencessubscribed><citedby>FETCH-LOGICAL-c319t-de68f574640e925b12d39758ab904444c62971ea4145300c1d1701d1862e0eb73</citedby><cites>FETCH-LOGICAL-c319t-de68f574640e925b12d39758ab904444c62971ea4145300c1d1701d1862e0eb73</cites><orcidid>0000-0003-1622-3877</orcidid></display><links><openurl>$$Topenurl_article</openurl><openurlfulltext>$$Topenurlfull_article</openurlfulltext><thumbnail>$$Tsyndetics_thumb_exl</thumbnail><linktopdf>$$Uhttps://link.springer.com/content/pdf/10.1007/s00180-019-00922-x$$EPDF$$P50$$Gspringer$$H</linktopdf><linktohtml>$$Uhttps://link.springer.com/10.1007/s00180-019-00922-x$$EHTML$$P50$$Gspringer$$H</linktohtml><link.rule.ids>314,780,784,27924,27925,41488,42557,51319</link.rule.ids></links><search><creatorcontrib>Salmerón-Gómez, Román</creatorcontrib><creatorcontrib>Rodríguez-Sánchez, Ainara</creatorcontrib><creatorcontrib>García-García, Catalina</creatorcontrib><title>Diagnosis and quantification of the non-essential collinearity</title><title>Computational statistics</title><addtitle>Comput Stat</addtitle><description>Marquandt and Snee (Am Stat 29(1):3–20, 1975), Marquandt (J Am Stat Assoc 75(369):87–91, 1980) and Snee and Marquardt (Am Stat 38(2):83–87, 1984) refer to non-essential multicollinearity as that caused by the relation with the independent term. Although it is clear that the solution is to center the independent variables in the regression model, it is unclear when this kind of collinearity exists. The goal of this study is to diagnose the non-essential collinearity parting from a simple linear model. The collinearity indices
k
j
, traditionally misinterpreted as variance inflation factors, are reinterpreted in this paper where they will be used to distinguish and quantify the essential and non-essential collinearity. The results can be immediately extended to the multiple linear model. The study also has some recommendations for statistical software such as SPSS, Stata, GRETL or R for improving the diagnosis of non-essential collinearity.</description><subject>Collinearity</subject><subject>Diagnosis</subject><subject>Economic Theory/Quantitative Economics/Mathematical Methods</subject><subject>Independent variables</subject><subject>Mathematics and Statistics</subject><subject>Original Paper</subject><subject>Probability and Statistics in Computer Science</subject><subject>Probability Theory and Stochastic Processes</subject><subject>Regression models</subject><subject>Statistical analysis</subject><subject>Statistics</subject><issn>0943-4062</issn><issn>1613-9658</issn><fulltext>true</fulltext><rsrctype>article</rsrctype><creationdate>2020</creationdate><recordtype>article</recordtype><sourceid>8G5</sourceid><sourceid>ABUWG</sourceid><sourceid>AFKRA</sourceid><sourceid>AZQEC</sourceid><sourceid>BENPR</sourceid><sourceid>CCPQU</sourceid><sourceid>DWQXO</sourceid><sourceid>GNUQQ</sourceid><sourceid>GUQSH</sourceid><sourceid>M2O</sourceid><recordid>eNp9kE9LxDAQxYMouK5-AU8Fz9GZpE2aiyDrX1jwoueQbdM1S012kxZ2v73RCt6cw8xh3nvD_Ai5RLhGAHmTALAGCqgogGKM7o_IDAVyqkRVH5MZqJLTEgQ7JWcpbQAYkwxn5PbembUPyaXC-LbYjcYPrnONGVzwReiK4cMWPnhqU7J5ZfqiCX3vvDXRDYdzctKZPtmL3zkn748Pb4tnunx9elncLWnDUQ20taLuKlmKEqxi1QpZy5WsarNSUOZqBFMSrSmxrDhAgy1KyK0WzIJdST4nV1PuNobdaNOgN2GMPp_UjOcXJcvRWcUmVRNDStF2ehvdp4kHjaC_OemJk86c9A8nvc8mPplSFvu1jX_R_7i-ALwGag8</recordid><startdate>20200601</startdate><enddate>20200601</enddate><creator>Salmerón-Gómez, Román</creator><creator>Rodríguez-Sánchez, Ainara</creator><creator>García-García, Catalina</creator><general>Springer Berlin Heidelberg</general><general>Springer Nature B.V</general><scope>AAYXX</scope><scope>CITATION</scope><scope>3V.</scope><scope>7SC</scope><scope>7TB</scope><scope>7WY</scope><scope>7WZ</scope><scope>7XB</scope><scope>87Z</scope><scope>88I</scope><scope>8AL</scope><scope>8C1</scope><scope>8FD</scope><scope>8FE</scope><scope>8FG</scope><scope>8FK</scope><scope>8FL</scope><scope>8G5</scope><scope>ABJCF</scope><scope>ABUWG</scope><scope>AFKRA</scope><scope>ARAPS</scope><scope>AZQEC</scope><scope>BENPR</scope><scope>BEZIV</scope><scope>BGLVJ</scope><scope>CCPQU</scope><scope>DWQXO</scope><scope>FR3</scope><scope>FRNLG</scope><scope>FYUFA</scope><scope>F~G</scope><scope>GHDGH</scope><scope>GNUQQ</scope><scope>GUQSH</scope><scope>HCIFZ</scope><scope>JQ2</scope><scope>K60</scope><scope>K6~</scope><scope>K7-</scope><scope>KR7</scope><scope>L.-</scope><scope>L6V</scope><scope>L7M</scope><scope>L~C</scope><scope>L~D</scope><scope>M0C</scope><scope>M0N</scope><scope>M2O</scope><scope>M2P</scope><scope>M7S</scope><scope>MBDVC</scope><scope>P5Z</scope><scope>P62</scope><scope>PQBIZ</scope><scope>PQBZA</scope><scope>PQEST</scope><scope>PQQKQ</scope><scope>PQUKI</scope><scope>PRINS</scope><scope>PTHSS</scope><scope>Q9U</scope><orcidid>https://orcid.org/0000-0003-1622-3877</orcidid></search><sort><creationdate>20200601</creationdate><title>Diagnosis and quantification of the non-essential collinearity</title><author>Salmerón-Gómez, Román ; Rodríguez-Sánchez, Ainara ; García-García, Catalina</author></sort><facets><frbrtype>5</frbrtype><frbrgroupid>cdi_FETCH-LOGICAL-c319t-de68f574640e925b12d39758ab904444c62971ea4145300c1d1701d1862e0eb73</frbrgroupid><rsrctype>articles</rsrctype><prefilter>articles</prefilter><language>eng</language><creationdate>2020</creationdate><topic>Collinearity</topic><topic>Diagnosis</topic><topic>Economic Theory/Quantitative Economics/Mathematical Methods</topic><topic>Independent variables</topic><topic>Mathematics and Statistics</topic><topic>Original Paper</topic><topic>Probability and Statistics in Computer Science</topic><topic>Probability Theory and Stochastic Processes</topic><topic>Regression models</topic><topic>Statistical analysis</topic><topic>Statistics</topic><toplevel>peer_reviewed</toplevel><toplevel>online_resources</toplevel><creatorcontrib>Salmerón-Gómez, Román</creatorcontrib><creatorcontrib>Rodríguez-Sánchez, Ainara</creatorcontrib><creatorcontrib>García-García, Catalina</creatorcontrib><collection>CrossRef</collection><collection>ProQuest Central (Corporate)</collection><collection>Computer and Information Systems Abstracts</collection><collection>Mechanical & Transportation Engineering Abstracts</collection><collection>ABI/INFORM Collection</collection><collection>ABI/INFORM Global (PDF only)</collection><collection>ProQuest Central (purchase pre-March 2016)</collection><collection>ABI/INFORM Global (Alumni Edition)</collection><collection>Science Database (Alumni Edition)</collection><collection>Computing Database (Alumni Edition)</collection><collection>Public Health Database</collection><collection>Technology Research Database</collection><collection>ProQuest SciTech Collection</collection><collection>ProQuest Technology Collection</collection><collection>ProQuest Central (Alumni) (purchase pre-March 2016)</collection><collection>ABI/INFORM Collection (Alumni Edition)</collection><collection>Research Library (Alumni Edition)</collection><collection>Materials Science & Engineering Collection</collection><collection>ProQuest Central (Alumni Edition)</collection><collection>ProQuest Central UK/Ireland</collection><collection>Advanced Technologies & Aerospace Collection</collection><collection>ProQuest Central Essentials</collection><collection>ProQuest Central</collection><collection>Business Premium Collection</collection><collection>Technology Collection</collection><collection>ProQuest One Community College</collection><collection>ProQuest Central Korea</collection><collection>Engineering Research Database</collection><collection>Business Premium Collection (Alumni)</collection><collection>Health Research Premium Collection</collection><collection>ABI/INFORM Global (Corporate)</collection><collection>Health Research Premium Collection (Alumni)</collection><collection>ProQuest Central Student</collection><collection>Research Library Prep</collection><collection>SciTech Premium Collection</collection><collection>ProQuest Computer Science Collection</collection><collection>ProQuest Business Collection (Alumni Edition)</collection><collection>ProQuest Business Collection</collection><collection>Computer Science Database</collection><collection>Civil Engineering Abstracts</collection><collection>ABI/INFORM Professional Advanced</collection><collection>ProQuest Engineering Collection</collection><collection>Advanced Technologies Database with Aerospace</collection><collection>Computer and Information Systems Abstracts Academic</collection><collection>Computer and Information Systems Abstracts Professional</collection><collection>ABI/INFORM Global</collection><collection>Computing Database</collection><collection>Research Library</collection><collection>Science Database</collection><collection>Engineering Database</collection><collection>Research Library (Corporate)</collection><collection>Advanced Technologies & Aerospace Database</collection><collection>ProQuest Advanced Technologies & Aerospace Collection</collection><collection>ProQuest One Business</collection><collection>ProQuest One Business (Alumni)</collection><collection>ProQuest One Academic Eastern Edition (DO NOT USE)</collection><collection>ProQuest One Academic</collection><collection>ProQuest One Academic UKI Edition</collection><collection>ProQuest Central China</collection><collection>Engineering Collection</collection><collection>ProQuest Central Basic</collection><jtitle>Computational statistics</jtitle></facets><delivery><delcategory>Remote Search Resource</delcategory><fulltext>fulltext</fulltext></delivery><addata><au>Salmerón-Gómez, Román</au><au>Rodríguez-Sánchez, Ainara</au><au>García-García, Catalina</au><format>journal</format><genre>article</genre><ristype>JOUR</ristype><atitle>Diagnosis and quantification of the non-essential collinearity</atitle><jtitle>Computational statistics</jtitle><stitle>Comput Stat</stitle><date>2020-06-01</date><risdate>2020</risdate><volume>35</volume><issue>2</issue><spage>647</spage><epage>666</epage><pages>647-666</pages><issn>0943-4062</issn><eissn>1613-9658</eissn><abstract>Marquandt and Snee (Am Stat 29(1):3–20, 1975), Marquandt (J Am Stat Assoc 75(369):87–91, 1980) and Snee and Marquardt (Am Stat 38(2):83–87, 1984) refer to non-essential multicollinearity as that caused by the relation with the independent term. Although it is clear that the solution is to center the independent variables in the regression model, it is unclear when this kind of collinearity exists. The goal of this study is to diagnose the non-essential collinearity parting from a simple linear model. The collinearity indices
k
j
, traditionally misinterpreted as variance inflation factors, are reinterpreted in this paper where they will be used to distinguish and quantify the essential and non-essential collinearity. The results can be immediately extended to the multiple linear model. The study also has some recommendations for statistical software such as SPSS, Stata, GRETL or R for improving the diagnosis of non-essential collinearity.</abstract><cop>Berlin/Heidelberg</cop><pub>Springer Berlin Heidelberg</pub><doi>10.1007/s00180-019-00922-x</doi><tpages>20</tpages><orcidid>https://orcid.org/0000-0003-1622-3877</orcidid></addata></record> |
| fulltext | fulltext |
| identifier | ISSN: 0943-4062 |
| ispartof | Computational statistics, 2020-06, Vol.35 (2), p.647-666 |
| issn | 0943-4062 1613-9658 |
| language | eng |
| recordid | cdi_proquest_journals_2396572640 |
| source | Springer Online Journals Complete |
| subjects | Collinearity Diagnosis Economic Theory/Quantitative Economics/Mathematical Methods Independent variables Mathematics and Statistics Original Paper Probability and Statistics in Computer Science Probability Theory and Stochastic Processes Regression models Statistical analysis Statistics |
| title | Diagnosis and quantification of the non-essential collinearity |
| url | https://sfx.bib-bvb.de/sfx_tum?ctx_ver=Z39.88-2004&ctx_enc=info:ofi/enc:UTF-8&ctx_tim=2024-12-22T17%3A14%3A10IST&url_ver=Z39.88-2004&url_ctx_fmt=infofi/fmt:kev:mtx:ctx&rfr_id=info:sid/primo.exlibrisgroup.com:primo3-Article-proquest_cross&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.genre=article&rft.atitle=Diagnosis%20and%20quantification%20of%20the%20non-essential%20collinearity&rft.jtitle=Computational%20statistics&rft.au=Salmer%C3%B3n-G%C3%B3mez,%20Rom%C3%A1n&rft.date=2020-06-01&rft.volume=35&rft.issue=2&rft.spage=647&rft.epage=666&rft.pages=647-666&rft.issn=0943-4062&rft.eissn=1613-9658&rft_id=info:doi/10.1007/s00180-019-00922-x&rft_dat=%3Cproquest_cross%3E2396572640%3C/proquest_cross%3E%3Curl%3E%3C/url%3E&disable_directlink=true&sfx.directlink=off&sfx.report_link=0&rft_id=info:oai/&rft_pqid=2396572640&rft_id=info:pmid/&rfr_iscdi=true |