Understanding the collinearity problem in regression and discriminant analysis

Published 2001

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Publication details

Journal : Journal of Chemometrics , vol. 15 , p. 413–426 , 2001

International Standard Numbers :
Printed : 0886-9383
Electronic : 1099-128X

Publication type : Academic article

Contributors : Næs, Tormod; Mevik, Bjørn-Helge

Issue : 4

Links :
DOI : doi.org/10.1002/cem.676

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Kjetil Aune
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Summary

This paper presents a discussion of the collinearity problem in regression and discriminant analysis. The paper describes reasons why the collinearity is a problem for the prediction ability and classification ability of the classical methods. The discussion is based on established formulae for prediction errors. Special emphasis is put on differences and similarities between regression and classification. Some typical ways of handling the collinearity problems based on PCA will be described. The theoretical discussion will be accompanied by empirical illustrations. Copyright (C) 2001 John Wiley & Sons, Ltd.