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The effect of poorly conditioned data on multiple regression procedures
Author(s) -
Goldstein Michael
Publication year - 1978
Publication title -
british journal of mathematical and statistical psychology
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 3.157
H-Index - 51
eISSN - 2044-8317
pISSN - 0007-1102
DOI - 10.1111/j.2044-8317.1978.tb00577.x
Subject(s) - interpretation (philosophy) , regression , econometrics , regression analysis , statistics , conditioning , estimation , linear regression , computer science , regression diagnostic , mathematics , machine learning , polynomial regression , economics , management , programming language
A non‐technical discussion is given of the effects of ill‐conditioning on multiple regression. The informal treatment of prediction and interpretation is considered, and the motivations underlying some estimation procedures in the literature are discussed.