
	Journal of Applied Sciences
	Year: 2010 \| Volume: 10 \| Issue: 8 \| Page No.: 611-619 DOI: 10.3923/jas.2010.611.619

The Application of Robust Multicollinearity Diagnostic Method Based on Robust Coefficient Determination to a Non-Collinear Data

H. Midi, A. Bagheri and A.H.M.R. Imon

Abstract: In this study, we proposed Robust Variance Inflation Factors (RVIFs) in the detection of multicollinearity due to the high leverage points or extreme outliers in the X-direction. The computation of RVIFs is based on robust coefficient determinations which we called RR² (MM) and RR² (GM (DRGP)). The RR² (MM) is coefficient determination of high breakdown point and efficient MM-estimators whereas RR² (GM (DRGP)) has been defined through an improved GM-estimators. The GM (DRGP) is a GM-estimator with the main aim as downweighting high leverage points with large residuals. It has been introduced by employing S-estimators as initial values, Diagnostic Robust Generalized Potential based on MVE (DRGP (MVE)) as initial weight function and an Iteratively Reweighted Least Squares (IRLS) has been utilized as a convergence method. The numerical results and Monte Carlo simulation study indicate that the proposed RVIFs are very resistant to the high leverage points and unable to detect the multicollinearity in the data especially RR² (GM (DRGP)). Hence, this indicates that the high leverage points are the source of multicollinearity.

PDF Fulltext XML References Citation Report Citation

RELATED ARTICLES:

•	On Performance of Simultaneous Equation Model Estimators Using Average Parameter Estimates in the Presence of Correlated Random Deviates

•	The Effect of Collinearity-influential Observations on Collinear Data Set: A Monte Carlo Simulation Study

•	An Alternative Multicollinearity Approach in Solving Multiple Regression Problem

How to cite this article:

H. Midi, A. Bagheri and A.H.M.R. Imon, 2010. The Application of Robust Multicollinearity Diagnostic Method Based on Robust Coefficient Determination to a Non-Collinear Data. Journal of Applied Sciences, 10: 611-619.

DOI: 10.3923/jas.2010.611.619

URL: https://scialert.net/abstract/?doi=jas.2010.611.619

COMMENTS

10 June, 2015
mohammad abo al-mash:
thank you very much

REPLY

COMMENT ON THIS PAPER

Navigation


		Online First
		Current Issue
		Previous Issues
		Editorial Board
		Submit a Manuscript
		Guide to Authors
		Subscribe to E-alerts

Indexed In


		AGRIS
		ASCI-Database
		Asian Digital Library
		Chemical Abstract Services
		Google Scholar

Science Alert