Regression Multicollinearity: Sometimes itís helpful

by Robert Lynch and Brian Kim.

Abstract: Examines multicollinearity where collinear variables improve R2 significantly One independent variable is unrelated to the dependent variable and the other has modest to high correlations to the dependent variable and the correlation among the two independent variables is modest to high. An example is provided and a discussion on causes is provided. Focus is on teaching the topic in introductory statistics classes.

Key Words: Linear regression, multicollinearity

Robert Lynch,
Brian Kim,

Editor: R.G.Graf,

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