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Decreasing Multicollinearity
dc.contributor.authorSmith, Kenten_US
dc.contributor.authorSasaki, M. S.en_US
dc.date.accessioned2010-04-14T13:43:25Z
dc.date.available2010-04-14T13:43:25Z
dc.date.issued1979en_US
dc.identifier.citationSmith, Kent; Sasaki, M.S. (1979). "Decreasing Multicollinearity." Sociological Methods & Research 8(1): 35-56. <http://hdl.handle.net/2027.42/68514>en_US
dc.identifier.issn0049-1241en_US
dc.identifier.urihttps://hdl.handle.net/2027.42/68514
dc.description.abstractWhen the multicollinearity among the independent variables in a regression model is due to the high correlations of a multiplicative function with its constituent variables, the multicollinearity can be greatly reduced by centering these variables around minimizing constants before forming the multiplicative function. The values of these constants that minimize the multicollinearity are derived, and the conditions are identified under which centering the variables about their means will reduce the multicollinearity. Among the advantages of this procedure are that the mean square error remains at its minimum, that the coefficients for other variables in the model are unaffected by it, and that the OLS estimates for the original model can be calculated from those for the modified model. Thus, even when estimates of the original model are desired, the procedure can be used to reduce numerical error.en_US
dc.format.extent3108 bytes
dc.format.extent954653 bytes
dc.format.mimetypetext/plain
dc.format.mimetypeapplication/pdf
dc.publisherSage Publicationsen_US
dc.titleDecreasing Multicollinearityen_US
dc.typeArticleen_US
dc.subject.hlbsecondlevelSociologyen_US
dc.subject.hlbtoplevelSocial Sciencesen_US
dc.description.peerreviewedPeer Revieweden_US
dc.contributor.affiliationumUniversity of Michiganen_US
dc.contributor.affiliationotherNorthwestern Universityen_US
dc.description.bitstreamurlhttp://deepblue.lib.umich.edu/bitstream/2027.42/68514/2/10.1177_004912417900800102.pdf
dc.identifier.doi10.1177/004912417900800102en_US
dc.identifier.sourceSociological Methods & Researchen_US
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dc.owningcollnameInterdisciplinary and Peer-Reviewed


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