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The Nature of Collinearity

Summary: Collinearity is views as an expression of the shape of the regressor variables. By applying the singular value decomposition to the matrix of regressors, a geometrical figure is derived, called the "effective prediction domain" (EPD), within which prediction from the regression value is valid. The further away the prediction point is from the EPD, the less confidence on can have in the predicted value.

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  • Topics:
  • Keywords: Collinearity,Multiple regression,Prediction
  • Author: Mandel, John
  • Journal: Journal of Quality Technology