Suppose aggressive behavior is the dependent variable in a regression model and the other variables are independent variables. Is there evidence of extreme Multicollinearity

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16-06-2021
Mathematics

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Suppose aggressive behavior is the dependent variable in a regression model and the other variables are independent variables. Is there evidence of extreme Multicollinearity

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buchinnamani208 buchinnamani208 · Answer 1 · 2021-06-18T04:12:45+02:00

Answer and explanation:

Multicollinearity happens when multiple independent variables are correlated and therefore it is hard to determine which independent variable has the most impact or is most significantly affecting the dependent variable. This could be a source of confusion as the coefficients become less reliable.

Extreme multicollinearity occurs when there is exaggerated standard errors or increased variance of coefficient estimates.