štvrtok 28. októbra 2010

multicollinearity, mediation, suppression

 multicollinearity - excellent tutorial on causes, consequences of multicollinearity in multivariate linear regression - Uni Pensylvania

“LINEAR REGRESSION collinearity suppression xxxXX,” http://www.psych.umn.edu/faculty/waller/classes/mult10/readings/wall05.pdf. by Friedman, Wall,  Graphical Views of Suppression and Multicollinearity in
  1. Multiple Linear Regression
confounding, collinearity  - examples in R XXX mcgill uni.

multicollinearity - concise introduction

wiki - multicollinearity

CAUTION WITH RULES OF THUMB - factors affecting collinearity (variance of regression coefs)
- O Brien

short one-page on multicollinearity measures: tolerance, variance inflation factor (1/tolerance) and its management

orthogonalization , factor analysis for collinearity - ppt - example from functional MRI

mediation, cf MLR, sobel test, structural equation modelling, pathway analysis....


structural collinearity  Reducing structural multicollinearity  XXX

A caution regarding rules of thumb for variance inflation factors XXX




treating multicollinearity

... one way is combining of correlated variables into one, if it makes sense  Leech eta al 2005 SPSS for intermediate statistics, p 96

cf centering

suppression  c Am. Statistician
effect of variable that is not correlated with outcome, but correlated with other predictors - it increases variance of estimates of other predictors. (Graphical views of suppression and multicollinearity in multiple linear regression.)

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