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Imperfect multicollinearity refers to a situation where the predictive variables have a nearly exact linear relationship. Contrary to popular belief, neither the Gauss–Markov theorem nor the more common maximum likelihood justification for ordinary least squares relies on any kind of correlation structure between dependent predictors [ 1 ...
In statistics, the variance inflation factor (VIF) is the ratio of the variance of a parameter estimate when fitting a full model that includes other parameters to the variance of the parameter estimate if the model is fit with only the parameter on its own. [1]
Test multicollinearity. If a CV is highly related to another CV (at a correlation of 0.5 or more), then it will not adjust the DV over and above the other CV. One or ...
Multicollinearity (as long as it is not "perfect") can be present resulting in a less efficient, but still unbiased estimate. The estimates will be less precise and highly sensitive to particular sets of data. [12] Multicollinearity can be detected from condition number or the variance inflation factor, among other tests.
The Kaiser–Meyer–Olkin (KMO) test is a statistical measure to determine how suited data is for factor analysis.The test measures sampling adequacy for each variable in the model and the complete model.
Condition numbers can also be defined for nonlinear functions, and can be computed using calculus.The condition number varies with the point; in some cases one can use the maximum (or supremum) condition number over the domain of the function or domain of the question as an overall condition number, while in other cases the condition number at a particular point is of more interest.
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However, the new interaction term may be correlated with the two main effects terms used to calculate it. This is the problem of multicollinearity in moderated regression. Multicollinearity tends to cause coefficients to be estimated with higher standard errors and hence greater uncertainty.