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Translations for „multicollinearity“ in the English » German Dictionary (Go to German » English)

multicollinearity MATH

Monolingual examples (not verified by PONS Editors)

English
The low sample to variable ratio creates problems known as multicollinearity and singularity.
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Mean-centering will eliminate this special kind of multicollinearity.
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An analyst is more likely to face a high degree of multicollinearity.
en.wikipedia.org
There must be at least one observation for every parameter being estimated and the data can not have perfect multicollinearity.
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A special procedure is recommended to assess the impact of multicollinearity on the results.
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So long as the underlying specification is correct, multicollinearity does not actually bias results; it just produces large standard errors in the related independent variables.
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Methods for fitting linear models with multicollinearity have been developed; some require additional assumptions such as effect sparsity that a large fraction of the effects are exactly zero.
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Multicollinearity does not reduce the predictive power or reliability of the model as a whole, at least within the sample data themselves; it only affects calculations regarding individual predictors.
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We have perfect multicollinearity if, for example as in the equation above, the correlation between two independent variables is equal to 1 or -1.
en.wikipedia.org
As for the research listed above, there is bound to be some multicollinearity in the "independent" variariables.
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