אסיף מאגר המחקר החקלאי

Overcoming multicollinearity by deducting errors from the dependent variable

Year:

2001

Source of publication :

Authors :

Volume :

69

Co-Authors:

Pasternak, H., Institute of Agricultural Engineering, Volcani Center, A.R.O., Bet Dagan 50250, Israel
Edan, Y., Institute of Agricultural Engineering, Volcani Center, A.R.O., Bet Dagan 50250, Israel, Department of Industrial Engineering and Management, Ben-Gurion University of the Negev, Israel
Schmilovitch, Z., Institute of Agricultural Engineering, Volcani Center, A.R.O., Bet Dagan 50250, Israel

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Abstract:

A method to overcome multicollinearity, based on deduction of the stochastic disturbance from the dependent variable, was developed. This method resulted in a marked increase in the coefficient of determination - R2 associated with the "corrected dependent variable". Simulation results revealed that the proposed method yielded good estimation of those stochastic disturbance. The resulting "corrected" dependent variable may be incorporated into some of the existing methods for overcoming multicollinearity. Application of least-squares regression to the "corrected" dependent variable yields estimators of normal size, and the predictive ability of the derived equation is excellent. © 2001 Elsevier Science Ltd. All rights reserved.

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