Talk:Multicollinearity

message: Reviewing The Bell Curve, black author Thomas Sowell wrote:
:Perhaps the most intellectually troubling aspect of The Bell Curve is the authors' uncritical approach to statistical correlations. One of the first things taught in introductory statistics is that correlation is not causation. It is also one of the first things forgotten, and one of the most widely ignored facts in public policy research. The statistical term "multicollinearity," dealing with spurious correlations, appears only once in this massive book. 
This quote is related to the current article, as well as to the furor over Murray and Herrnstein's controversial book. --Uncle Ed 18:51, 3 March 2006 (UTC)
thread_title:  Bell Curve 

message: Should this article mention perfect multicolinearity caused by 'the dummy variable trap' as this is just about the only time an applied researcher will come across perfect multicollinearity and it might be useful for students/those who wonder why their software cannot estimate their equation by OLS.
Mts202 (talk) 13:35, 20 June 2008 (UTC)
thread_title:  Dummy Variable Trap 

message: I'm new to editing on Wikipedia. I added two things that both come from the same book by Belsley but for some reason this made two references in the list where it should have made one.  Can someone fix this? Thanks!  PeterLFlomPhD (talk) 14:02, 18 July 2015 (UTC)
thread_title:  Problem with my edit 

message: I added a few citations links to pages from newonlinecourses.science.psu.edu since they explain clearly some of the facts/concepts stated in the article, are very specific to multicollinearity and as such will be very useful to users who refer to this article for educational purposes. The pages are obviously from a reputed academic website and yet Bender235 has removed those links and mentioned link-spam as the reason. I am fairly new to Wikipedia edits. Please clarify why those links are link spam? I did not intend to spam. Will you accept my edit if I cite the course material page at just one line, instead of referring to it at multiple lines? Thanks! Kwiki user (talk) 16:56, 16 March 2019 (UTC)
replies: text: Seeing this many external links added to the same website flashed some red lights, that's why I reverted. It is, of course, a legitimate website, but why did you choose to cite it in particular, and why so often? --bender235 (talk) 13:14, 19 March 2019 (UTC)
replies: text:  Thanks for the response! I am fairly new to Wikipedia edits and wasn't aware of all the guidelines relating to citations. I knew that the citations should preferably be from academic, non-commercial, trusted websites and the cited source in itself should be reliable and pertinent to the context in which it is referred. Wasn't aware of limits on number of references. Referred to that website at multiple places because the site covered multiple concepts discussed in the Wikipedia article and article had been flagged as having insufficient citations. Will try to avoid referring to same website at more than 2 places in an article hereafter, unless no better source exists and the article absolutely needs that citation at more than 2 places. Kwiki user (talk) 18:38, 20 March 2019 (UTC)
thread_title:  Why have valid citations been removed? 

message: Just wanted to thank the editors of this page for the clear write-up. As a relatively new student of data science, I found it extremely helpful, especially the section on remedies.
Invisible Flying Mangoes (talk) 03:01, 12 November 2019 (UTC)
thread_title:  Thank you! 

message: The current article text contains:
"This indicates the potential sensitivity of the computed inverse to small changes in the original matrix. The condition number is computed by finding the square root of the maximum eigenvalue divided by the minimum eigenvalue of the design matrix."
Firstly, the text is ambiguous, since it is not clear whether:
* the square root is to be taken of (only) the maximum eigenvalue, after which this square root is divided by the minimum eigenvalue;
* or the square root is to be taken of the ratio of the maximum and the minimum eigenvalue.
Secondly, I wonder from where the square root taking originates; I cannot find any mention of it on https://en.wikipedia.org/wiki/Condition_number.Redav (talk) 21:49, 1 February 2022 (UTC)
replies: text: I believe the authors meant the square root of the ratio of eigenvalues ie. your *second* option. That being said, we are interested in the eigenvalues of the matrix (X^T X), where X is the design matrix, and not in the eigenvalues of the design matrix itself (as this matrix is not even square!). Hugolamarre (talk) 00:34, 25 September 2023 (UTC)

text: The square root is referring to the variance inflation factor, which is the square of the condition number--I think that should be mentioned there! Closed Limelike Curves (talk) 04:42, 22 January 2024 (UTC)
thread_title:  Definition of condition number