Nov
9
Multicollinearity and collinearity (in multiple regression) - a tutorial
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.
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.
