La résolution d'un problème de multicolinéarité au sein des études portant sur les déterminants d'une publication volontaire d'informations: proposition d'un algorithme de décision simplifié basé sur les indicateurs de Belsley, Kuh et Welsch (1980)

Marc de Bourmont ()
Additional contact information
Marc de Bourmont: Pôle de Recherche - Rouen Business School - Rouen Business School

Post-Print from HAL

Abstract: Many disclosure and determinants studies have been conducted, in which the authors most often estimate a classical linear regression model (CLR). This technique is the best technique in order to estimate linear relationships between a dependent variable and some independent variables, when the constraints that apply to such a model are respected. The lack of a multicolinearity problem being one of these constraints, the aim of this article is 1/ to show that the usual tools that are used in order to detect and remedy this problem are sometimes not sufficient 2/ to demonstrate the superiority of the indicators that were proposed by Besley, Kuh and Welsch (1980). From these indicators, an algorithm is proposed in this article which is then applied in an illustrative way in a determinant and disclosure study. We then show that this algorithm allows circumventing a multicolinearity problem.

Keywords: Linear Regression; Multicolinearity; Correlation Matrix; linéaire; Multicolinéarité; Variance Inflation Factor; VIF; Matrice des Corrélations. (search for similar items in EconPapers)
Date: 2012-05-21
New Economics Papers: this item is included in nep-mac
Note: View the original document on HAL open archive server: https://hal.science/hal-00691156
References: View references in EconPapers View complete reference list from CitEc
Citations:

Published in Comptabilités et innovation, May 2012, Grenoble, France. pp.cd-rom

Downloads: (external link)
https://hal.science/hal-00691156/document (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-00691156

Access Statistics for this paper

More papers in Post-Print from HAL
Bibliographic data for series maintained by CCSD ().