Definitions
from Wiktionary, Creative Commons Attribution/Share-Alike License.
- adjective Of, pertaining to, or exhibiting
multicollinearity
Etymologies
from Wiktionary, Creative Commons Attribution/Share-Alike License
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Examples
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Labor economists routinely tease out relationships in multicollinear worlds in other aspects with great care, and great success, but it seems to these same people that estimating IQ's effect is impossible Heckman's other tact, that IQ is malleable, was abandoned when he found that IQ was pretty consistent over an individual's life.
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However, from a multiple regression point of view, the non correlation reduces multicollinear problems which helps reduce variance inflation.
Nature's Style: "Naturally Orthogonal"? « Climate Audit 2007
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“from a multiple regression point of view, the non correlation reduces multicollinear problems which helps reduce variance inflation”
Nature's Style: "Naturally Orthogonal"? « Climate Audit 2007
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IF there’s a “signal”, the series will be multicollinear – something that’s not wanted in regressions, but desirable in signal processing.
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You’d certainly learn to more wary of things like stepwise regression between multicollinear time series which Rob Wilson has employed in his most recent article, argggh.
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