Open AccessSampling the Porridge: A Comparison of Ordered Variable Regression with F and R2 and Multiple Linear Regression with Corrected F and R2 in the Presence of Multicollinearity
Author(s) -
Grayson L. Baird,
Stephen L. Bieber
Publication year - 2020
Publication title -
journal of modern applied statistical methods
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.169
H-Index - 28
ISSN - 1538-9472
DOI - 10.22237/jmasm/1556668860
Subject(s) - multicollinearity , mathematics , statistics , linear regression , regression analysis , variance inflation factor , regression , proper linear model , bayesian multivariate linear regression
Differences between the multiple linear regression model with Corrected R2 and Corrected F and the ordered variable regression model with R2 and F when intercorrelation is present are illustrated with simulated and real-world data.