ПРОБЛЕМА МУЛЬТИКОЛЛИНЕАРНОСТИ ПРИ ПОСТРОЕНИИ ЭКОНОМЕТРИЧЕСКИХ МОДЕЛЕЙ
Journal Title: World Science - Year 2018, Vol 6, Issue 4
Abstract
This article considers such a phenomenon as Multicollinearity, in particular, what is the nature of multicollinearity, is multicollinearity really a problem, what are its practical consequences, how does one detect it, what remedial measures can be taken to alleviate the problem of multicollinearity. It is suggested to take into consideration such warning, as that multicollinearity is a question of degree and not of kind. The meaningful distinction is not between the presence and the absence of multicollinearity, but between its various degrees. Since multicollinearity refers to the condition of the explanatory variables that are assumed to be nonstochastic, it is a feature of the sample and not of the population. Although there are no sure methods of detecting collinearity, in this article are given several indicators of it.
Authors and Affiliations
Ш. Т. Нуруллаева, Н. Ш. Рузметова, М. А. Муминова, С. А. Сайдуллаева
Keywords
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