This blog post was written for undergraduate research methods teaching. I have therefore tried to keep everything relatively simple and equation-free. The content is based loosely on more detailed material in my book Serious stats.

What are collinearity and multicollinearity?

Collinearity occurs when two predictor variables (e.g., x1 and x2) in a multiple regression have a non-zero correlation. Multicollinearity occurs when more than two predictor variables (e.g., x1, x2 and x3) are inter-correlated.

How common is collinearity or multicollinearity?

If you collect observational data or data from a non-experimental or quasi-experimental study collinearity or multicollinearity will nearly always be present.
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One fascinating thing about working in the area of psychological statistics is how hard it is to move people away from reliance on bad, inefficient or otherwise problematic methods. My own view - informed to some extent by the literature, by experience and by anecdote is that it isn't sufficient merely to establish than the standard approach is wrong. It isn't even sufficient to provide an obviously superior alternative.

It never occurred to me until today to write a post about why faking data is bad. However, I noticed an interesting exchange on Andrew Gelman's blog (see the comments on this post about Marc Hauser).

This article from my other blog may be of interest to readers of this blog: http://seriousstats.wordpress.com/2013/04/18/using-multilevel-models-to-get-accurate-inferences-for-repeated-measures-anova-designs/

There has been quite a bit of buzz recently about the Button et al. Nature Reviews Neuroscience paper on statistical power. Several similar reviews have been published in psychology and other disciplines and come to broadly the same conclusion - that most studies are underpowered. The main difference with the Button et al.

The British Journal of Mathematical and Statistical Psychology has published a target article (with commentaries and reply) by Andrew Gelman and Cosma Shalizi on philosophy and the practice of Bayesian statistics.

Mark Andrews and I introduce the target article with an editorial aimed at providing some background to psychologists who are interested in Bayesian statistics but need a little back story.
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