Robust multicollinearity diagnostic measures based on minimum covariance determinants approach

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Robust multicollinearity diagnostic measures based on minimum covariance determinants approach

The classical multicollinearity diagnostic measures are not resistant to high leverage points since their formulation are based on eigen analysis of classical correlation matrix that is very sensitive to the presence of these leverages. The existing robust multicollinearity diagnostics also are not...

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Bibliographic Details
Main Authors:	Midi, Habshah, Bagheri, Arezoo
Format:	Article
Language:	English
Published:	Academy of Economic Studies 2013
Online Access:	http://psasir.upm.edu.my/id/eprint/35288/ http://psasir.upm.edu.my/id/eprint/35288/1/Robust%20multicollinearity%20diagnostic%20measures%20based%20on%20minimum%20covariance%20determinants%20approach.pdf

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