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Empirical Comparison of Three Estimators of Collinearity

A. Y. J. Akossou, N. H. Fonton


In order to evaluate the effect of the structure of data collinearity, the quality of three estimators of collinearity was compared by simulation through various data sets. The results showed that the three estimators are biased, at least on small samples. When the variables are nominally independent, the estimator IC is less biased. By contrast, when the variables are theoretically correlated, the condition index is less biased. The variance inflation VIF presented in all situations through the highest bias. The correction proposed for each estimator reduces theoretically using a proportional factor to k/n.


Collinearity, estimator, data structure, simulation.

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