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Some Comments on Multicollinearity in Regression

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  • A. C. Harvey

Abstract

In contrast to the views put forward in a recent paper, the following points are made concerning multicollinearity in regression models: firstly, multicollinearity is almost invariably a problem of degree rather than kind; and, secondly, the search for an appropriate functional form for a regression equation should not be confused with the treatment of multicollinearity. Finally, some comments are made on the role of prior detrending in both linear and nonlinear models.

Suggested Citation

  • A. C. Harvey, 1977. "Some Comments on Multicollinearity in Regression," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 26(2), pages 188-191, June.
    • Handle: RePEc:bla:jorssc:v:26:y:1977:i:2:p:188-191
    DOI: 10.2307/2347027
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