On the Performance of the Measure for Diagnosing Multiple High Leverage Collinearity-Reducing Observations

Arezoo Bagheri and Habshah Midi

Mathematical Problems in Engineering, 2012, vol. 2012, 1-16

Abstract:

There is strong evidence indicating that the existing measures which are designed to detect a single high leverage collinearity-reducing observation are not effective in the presence of multiple high leverage collinearity-reducing observations. In this paper, we propose a cutoff point for a newly developed high leverage collinearity-influential measure and two existing measures ( and ) to identify high leverage collinearity-reducing observations, the high leverage points which hide multicollinearity in a data set. It is important to detect these observations as they are responsible for the misleading inferences about the fitting of the regression model. The merit of our proposed measure and cutoff point in detecting high leverage collinearity-reducing observations is investigated by using engineering data and Monte Carlo simulations.

Date: 2012
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnlmpe:531607

DOI: 10.1155/2012/531607

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