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  2. Multicollinearity - Wikipedia

    en.wikipedia.org/wiki/Multicollinearity

    Perfect multicollinearity refers to a situation where the predictive variables have an exact linear relationship. When there is perfect collinearity, the design matrix X {\displaystyle X} has less than full rank , and therefore the moment matrix X T X {\displaystyle X^{\mathsf {T}}X} cannot be inverted .

  3. Variance inflation factor - Wikipedia

    en.wikipedia.org/wiki/Variance_inflation_factor

    Analyze the magnitude of multicollinearity by considering the size of the ⁡ (^). A rule of thumb is that if ⁡ (^) > then multicollinearity is high [5] (a cutoff of 5 is also commonly used [6]). However, there is no value of VIF greater than 1 in which the variance of the slopes of predictors isn't inflated.

  4. Moderation (statistics) - Wikipedia

    en.wikipedia.org/wiki/Moderation_(statistics)

    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. Mean-centering (subtracting raw scores from the mean) may reduce multicollinearity, resulting in more interpretable regression coefficients.

  5. Collinearity - Wikipedia

    en.wikipedia.org/wiki/Collinearity

    Perfect multicollinearity refers to a situation in which k (k ≥ 2) explanatory variables in a multiple regression model are perfectly linearly related, according to

  6. Linear regression - Wikipedia

    en.wikipedia.org/wiki/Linear_regression

    Lack of perfect multicollinearity in the predictors. For standard least squares estimation methods, the design matrix X must have full column rank p ; otherwise perfect multicollinearity exists in the predictor variables, meaning a linear relationship exists between two or more predictor variables.

  7. Analysis of covariance - Wikipedia

    en.wikipedia.org/wiki/Analysis_of_covariance

    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 ...

  8. Principal component regression - Wikipedia

    en.wikipedia.org/wiki/Principal_component_regression

    Unlike the criteria based on the cumulative sum of the eigenvalues of , which is probably more suited for addressing the multicollinearity problem and for performing dimension reduction, the above criteria actually attempts to improve the prediction and estimation efficiency of the PCR estimator by involving both the outcome as well as the ...

  9. Partial least squares regression - Wikipedia

    en.wikipedia.org/wiki/Partial_least_squares...

    Partial least squares (PLS) regression is a statistical method that bears some relation to principal components regression and is a reduced rank regression; [1] instead of finding hyperplanes of maximum variance between the response and independent variables, it finds a linear regression model by projecting the predicted variables and the observable variables to a new space of maximum ...