Multicollinearity in cross-sectional regressions
Author
Abstract
Suggested Citation
DOI: 10.1007/s10109-006-0031-z
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Scott, John T, Jr, 1969. "Factor Analysis Regression Revisited," Econometrica, Econometric Society, vol. 37(4), pages 719-719, October.
- Raymond J. G. M. Florax & Thomas Graaff, 2004. "The Performance of Diagnostic Tests for Spatial Dependence in Linear Regression Models: A Meta-Analysis of Simulation Studies," Advances in Spatial Science, in: Luc Anselin & Raymond J. G. M. Florax & Sergio J. Rey (ed.), Advances in Spatial Econometrics, chapter 2, pages 29-65, Springer.
- Kumar, T Krishna, 1975. "Multicollinearity in Regression Analysis," The Review of Economics and Statistics, MIT Press, vol. 57(3), pages 365-366, August.
- Wichers, C Robert, 1975. "The Detection of Multicollinearity: A Comment," The Review of Economics and Statistics, MIT Press, vol. 57(3), pages 366-368, August.
- Reinhold Kosfeld & Jørgen Lauridsen, 2008. "Factor analysis regression," Statistical Papers, Springer, vol. 49(4), pages 653-667, October.
- O'Hagan, John W & McCabe, Brendan, 1975. "Tests for the Severity of Multicollinearity in Regression Analysis: A Comment," The Review of Economics and Statistics, MIT Press, vol. 57(3), pages 368-370, August.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Claudia García-García & Catalina B. García-García & Román Salmerón, 2021. "Confronting collinearity in environmental regression models: evidence from world data," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 30(3), pages 895-926, September.
- Vicente German-Soto & Gregory Brock, 2023. "Before the isolation: Russian regional β-convergence 2001–2019 before the pandemic and Ukrainian war," Economic Change and Restructuring, Springer, vol. 56(4), pages 2729-2746, August.
- Anong Taiwan & Khahan Na-Nan & Sungworn Ngudgratoke, 2017. "Relationship among Personality, Transformational Leadership, Percerived Organizational Support, Expatriate Adjustment, and Expatriate Performance," International Journal of Business and Administrative Studies, Professor Dr. Bahaudin G. Mujtaba, vol. 3(4), pages 120-133.
- Catalina Garcia & José Pérez & José Liria, 2011. "The raise method. An alternative procedure to estimate the parameters in presence of collinearity," Quality & Quantity: International Journal of Methodology, Springer, vol. 45(2), pages 403-423, February.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Emilian Dobrescu, 2018. "Functional trinity of public finance in an emerging economy," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), vol. 7(1), pages 1-27, December.
- David A. Belsley, 1976. "Multicollinearity: Diagnosing its Presence and Assessing the Potential Damage It Causes Least Squares Estimation," NBER Working Papers 0154, National Bureau of Economic Research, Inc.
- Avimanyu Datta, 2016. "Evaluating The Antecedents Of Foundational Innovations: A Longitudinal Look At Patents From Information Technology Industry," International Journal of Innovation Management (ijim), World Scientific Publishing Co. Pte. Ltd., vol. 20(01), pages 1-29, January.
- Baah Kusi & Elikplimi Agbloyor & Agyapomaa Gyeke‐Dako & Simplice Asongu, 2022.
"Financial sector transparency, financial crises and market power: A cross‐country evidence,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(4), pages 4431-4450, October.
- Baah A. Kusi & Elikplimi K. Agbloyor & Agyapomaa Gyeke-Dako & Simplice A. Asongu, 2020. "Financial Sector Transparency, Financial Crises and Market Power: A Cross-Country Evidence," Working Papers 20/087, European Xtramile Centre of African Studies (EXCAS).
- Kusi, Baah & Agbloyor, Elikplimi & Gyeke-Dako, Agyapomaa & Asongu, Simplice, 2020. "Financial Sector Transparency, Financial Crises and Market Power: A Cross-Country Evidence," MPRA Paper 107513, University Library of Munich, Germany.
- Baah A. Kusi & Elikplimi K. Agbloyor & Agyapomaa Gyeke-Dako & Simplice A. Asongu, 2020. "Financial Sector Transparency, Financial Crises and Market Power: A Cross-Country Evidence," Research Africa Network Working Papers 20/087, Research Africa Network (RAN).
- Baah A. Kusi & Elikplimi K. Agbloyor & Agyapomaa Gyeke-Dako & Simplice A. Asongu, 2020. "Financial Sector Transparency, Financial Crises and Market Power: A Cross-Country Evidence," Working Papers of the African Governance and Development Institute. 20/087, African Governance and Development Institute..
- Michis Antonis A, 2009. "Regression Analysis of Marketing Time Series: A Wavelet Approach with Some Frequency Domain Insights," Review of Marketing Science, De Gruyter, vol. 7(1), pages 1-43, July.
- Yang, Zhenlin, 2010.
"A robust LM test for spatial error components,"
Regional Science and Urban Economics, Elsevier, vol. 40(5), pages 299-310, September.
- Zhenlin Yang, 2009. "A Robust LM Test for Spatial Error Components," Development Economics Working Papers 22488, East Asian Bureau of Economic Research.
- Zhenlin Yang, 2009. "A Robust LM Test for Spatial Error Components," Working Papers 04-2009, Singapore Management University, School of Economics.
- William P. O’Hare, 2016. "A State Level Assessment of the Well-Being of Black Children in the United States," Child Indicators Research, Springer;The International Society of Child Indicators (ISCI), vol. 9(1), pages 277-297, March.
- Bottasso, Anna & Conti, Maurizio & Ferrari, Claudio & Tei, Alessio, 2014. "Ports and regional development: A spatial analysis on a panel of European regions," Transportation Research Part A: Policy and Practice, Elsevier, vol. 65(C), pages 44-55.
- Mur, Jesús & Angulo, Ana, 2009. "Model selection strategies in a spatial setting: Some additional results," Regional Science and Urban Economics, Elsevier, vol. 39(2), pages 200-213, March.
- Cho, Woohyun & Windle, Robert J. & Dresner, Martin E., 2017. "The impact of operational exposure and value-of-time on customer choice: Evidence from the airline industry," Transportation Research Part A: Policy and Practice, Elsevier, vol. 103(C), pages 455-471.
- Simplice Asongu & Rexon Nting, 2020.
"The comparative economics of financial access in gender economic inclusion,"
African Journal of Economic and Management Studies, Emerald Group Publishing Limited, vol. 12(2), pages 193-207, December.
- Simplice A. Asongu & Rexon T. Nting, 2020. "The Comparative Economics of Financial Access in Gender Economic Inclusion," Working Papers of the African Governance and Development Institute. 20/089, African Governance and Development Institute..
- Simplice A. Asongu & Rexon T. Nting, 2020. "The Comparative Economics of Financial Access in Gender Economic Inclusion," Working Papers 20/089, European Xtramile Centre of African Studies (EXCAS).
- Simplice A. Asongu & Rexon T. Nting, 2020. "The Comparative Economics of Financial Access in Gender Economic Inclusion," Working Papers of The Association for Promoting Women in Research and Development in Africa (ASPROWORDA). 20/005, The Association for Promoting Women in Research and Development in Africa (ASPROWORDA).
- Asongu, Simplice & Nting, Rexon, 2020. "The Comparative Economics of Financial Access in Gender Economic Inclusion," MPRA Paper 107515, University Library of Munich, Germany.
- Simplice A. Asongu & Rexon T. Nting, 2020. "The Comparative Economics of Financial Access in Gender Economic Inclusion," Research Africa Network Working Papers 20/089, Research Africa Network (RAN).
- Torbjørn Lorentzen, 2020. "Climate change and winter road maintenance," Climatic Change, Springer, vol. 161(1), pages 225-242, July.
- Asongu, Simplice A. & Biekpe, Nicholas & Cassimon, Danny, 2020.
"Understanding the greater diffusion of mobile money innovations in Africa,"
Telecommunications Policy, Elsevier, vol. 44(8).
- Simplice A. Asongu & Nicholas Biekpe & Danny Cassimon, 2020. "Understanding the greater diffusion of mobile money innovations in Africa," Working Papers 20/032, European Xtramile Centre of African Studies (EXCAS).
- Simplice A. Asongu & Nicholas Biekpe & Danny Cassimon, 2020. "Understanding the greater diffusion of mobile money innovations in Africa," Research Africa Network Working Papers 20/032, Research Africa Network (RAN).
- Asongu, Simplice & Biekpe, Nicholas & Cassimon, Danny, 2020. "Understanding the greater diffusion of mobile money innovations in Africa," MPRA Paper 107086, University Library of Munich, Germany.
- Simplice A. Asongu & Nicholas Biekpe & Danny Cassimon, 2020. "Understanding the greater diffusion of mobile money innovations in Africa," Working Papers of the African Governance and Development Institute. 20/032, African Governance and Development Institute..
- Jong-Hyun Paik & Moon-Koo Kim & Jong-Hyun Park, 2017. "The antecedents and consequences of technology standardizations in Korean IT small and medium-sized enterprises," Information Technology and Management, Springer, vol. 18(4), pages 293-304, December.
- Simplice A. Asongu & Nicholas M. Odhiambo, 2022.
"The of role economic growth in modulating mobile connectivity dynamics for financial inclusion in developing countries,"
Working Papers
22/013, European Xtramile Centre of African Studies (EXCAS).
- Asongu, Simplice & Odhiambo, Nicholas, 2022. "The of role economic growth in modulating mobile connectivity dynamics for financial inclusion in developing countries," MPRA Paper 119060, University Library of Munich, Germany.
- Simplice A. Asongu & Nicholas M. Odhiambo, 2022. "The of role economic growth in modulating mobile connectivity dynamics for financial inclusion in developing countries," Working Papers of the African Governance and Development Institute. 22/013, African Governance and Development Institute..
- repec:zbw:inwedp:582015 is not listed on IDEAS
- Asongu, Simplice A. & Biekpe, Nicholas & Cassimon, Danny, 2021.
"On the diffusion of mobile phone innovations for financial inclusion,"
Technology in Society, Elsevier, vol. 65(C).
- Asongu, Simplice & Biekpe, Nicholas & Cassimon, Danny, 2020. "On the diffusion of mobile phone innovations for financial inclusion," MPRA Paper 107097, University Library of Munich, Germany, revised May 2021.
- Simplice A. Asongu & Nicholas Biekpe & Danny Cassimon, 2020. "On the diffusion of mobile phone innovations for financial inclusion," Working Papers 20/041, European Xtramile Centre of African Studies (EXCAS).
- Simplice A. Asongu & Nicholas Biekpe & Danny Cassimon, 2020. "On the diffusion of mobile phone innovations for financial inclusion," Working Papers of the African Governance and Development Institute. 20/041, African Governance and Development Institute..
- Simplice A. Asongu & Nicholas Biekpe & Danny Cassimon, 2020. "On the diffusion of mobile phone innovations for financial inclusion," Research Africa Network Working Papers 20/041, Research Africa Network (RAN).
- Simplice A. Asongu & Joseph Nnanna & Vanessa S. Tchamyou, 2020.
"Finance, Institutions and Private Investment in Africa,"
Working Papers of the African Governance and Development Institute.
20/080, African Governance and Development Institute..
- Simplice A. Asongu & Joseph Nnanna & Vanessa S. Tchamyou, 2020. "Finance, Institutions and Private Investment in Africa," Research Africa Network Working Papers 20/080, Research Africa Network (RAN).
- Simplice A. Asongu & Joseph Nnanna & Vanessa S. Tchamyou, 2020. "Finance, Institutions and Private Investment in Africa," Working Papers 20/080, European Xtramile Centre of African Studies (EXCAS).
- Asongu, Simplice & Nnanna, Joseph & Tchamyou, Vanessa, 2020. "Finance, Institutions and Private Investment in Africa," MPRA Paper 107498, University Library of Munich, Germany.
- Raymond J.G.M. Florax & Peter Nijkamp, 2003. "Misspecification in Linear Spatial Regression Models," Tinbergen Institute Discussion Papers 03-081/3, Tinbergen Institute.
- Asongu, Simplice A. & Agyemang-Mintah, Peter & Nting, Rexon T., 2021.
"Law, mobile money drivers and mobile money innovations in developing countries,"
Technological Forecasting and Social Change, Elsevier, vol. 168(C).
- Simplice A. Asongu & Peter Agyemang-Mintah & Rexon T. Nting, 2021. "Law, mobile money drivers and mobile money innovations in developing countries," Research Africa Network Working Papers 21/021, Research Africa Network (RAN).
- Asongu, Simplice & Agyemang-Mintah, Peter & Nting, Rexon, 2021. "Law, mobile money drivers and mobile money innovations in developing countries," MPRA Paper 110135, University Library of Munich, Germany.
- Simplice A. Asongu & Peter Agyemang-Mintah & Rexon T. Nting, 2021. "Law, mobile money drivers and mobile money innovations in developing countries," Working Papers 21/021, European Xtramile Centre of African Studies (EXCAS).
- Simplice A. Asongu & Peter Agyemang-Mintah & Rexon T. Nting, 2021. "Law, mobile money drivers and mobile money innovations in developing countries," Working Papers of the African Governance and Development Institute. 21/021, African Governance and Development Institute..
- Jesus Mur & Ana Angulo, 2005. "A closer look at the Spatial Durbin Model," ERSA conference papers ersa05p392, European Regional Science Association.
More about this item
Keywords
Multicollinearity; Cross-sectional regression; Spatial dependency; Misspecification tests; C21; C40; C51; J60;All these keywords.
JEL classification:
- C21 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models
- C40 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - General
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
- J60 - Labor and Demographic Economics - - Mobility, Unemployment, Vacancies, and Immigrant Workers - - - General
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:kap:jgeosy:v:8:y:2006:i:4:p:317-333. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.