NOUN
- a case of multiple regression in which the predictor variables are themselves highly correlated
How To Use multicollinearity In A Sentence
- In theory, PLS is applied in situations of multicollinearity, but the MBH network has many series that are essentially white noise and thus the proxies are surprisingly close to being orthogonal in the early networks and there are blocks of orthogonal series in the later network. More on Bürger et al 2006 « Climate Audit
- The least Square estimates are not reliable when there exists multicollinearity in adjustment model.
- In the context of an inverse regression, you have to think long and hard about whether a procedure for regression of effect upon causes (tree ring ~ temperature + precipitation) where you want orthogonality can be transmogrified into an inverse regression of cause upon effect in the style of dendroclimatologists ( temperature ~ bristlecones+ Gasp + …), where you actually want multicollinearity (i.e. a signal). More on "Naturally Orthogonal" « Climate Audit
- For all you wild econometric fans: we are selecting on high multicollinearity in the Y to Z relationship. Esper on In-Site Cherry Picking « Climate Audit
- And what about the common trend in CO2 and Solar, no multicollinearity problems? jae IPCC and Solar Correlations « Climate Audit
- Results of tests of outliers and assumptions of normality, homogeneity of variance-covariance matrices, linearity, and multicollinearity were satisfactory.
- Although not reported, the study's findings do not indicate high multicollinearity among cluster variates.
- Goldberger's main point: People who use statistics often talk as if multicollinearity high correlations between independent variables biases results. Multicollinearity and Micronumerosity, Bryan Caplan | EconLog | Library of Economics and Liberty
- In my experience, interaction variables are kitchen sink type regressors that induce severe multicollinearity and give spurious results. Archive 2005-11-27
- Evidence of multicollinearity is consistent with that hypothesis and certainly not a “problem” for it. Groveman and Landsberg « Climate Audit
