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Multicollinearity's effect on estimation uncertainty #264

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TomiSzucs opened this issue Jul 21, 2023 · 0 comments
Open

Multicollinearity's effect on estimation uncertainty #264

TomiSzucs opened this issue Jul 21, 2023 · 0 comments
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@TomiSzucs
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We currently employ the widely used rule of thumb VIF>10 to warn users of multicollinearity in multiple regression.
The relationship between multicollinearity, supression and estimate uncertainty is not linear, and is quite complex. Consider this artile for future directions: Friedman & Wall, 2005
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@krajcsi @TomiSzucs