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Table of Contents Appendix Exercises Collinear Variables and MLR | |
See also: MLR, variable selection |
Strongly correlated variables cause MLR models to become unstable. In
order to show this, try to introduce some collinear variables into the
data set BOILPTS and calculate a
multiple regression model with and without the collinear variables. To
be specific,
Now go to the
and carry out the above-mentioned steps. In addition to comparing the regression
parameters, you should also have a close look at the estimated values.
You will see that the estimated values will differ quite a lot for the
first two data sets, but only a little for the 3rd and the 4th sets.
Last Update: 2006-Jän-18