Abstract

RAMIREZ, GUILLERMO et al. Multicolinearity Detection by Means of the h-Plot of the Correlation Matrix Inverse. Rev.Colomb.Estad. [online]. 2005, vol.28, n.2, pp.207-219. ISSN 0120-1751.

Multicollinearity generates imprecision in the estimates of the coefficients in linear models. We propose to use the h-plot of the inverse of the correlation matrix to obtain a representation of the linear relations between the predictor variables. In the resulting plot the variance inflation factor of each variable and the partial correlation between them area roughly displayed. In order to illustrate the method it was applied in an anthropometric study of young Venezuelan swimmers.

Keywords : Multicollinearity; h-plot; partial correlation; variance inflation factor.

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