Dalam Model regresi linier dengan estimator OLS terdapat salah satu asumsi tidak adanya multikollieritas. Konsekuensi adanya multicollinearity yang tinggi adalah (a) meskipun masih BLUE, namun estimator OLS mempunyai varians dan covarians yg besar à sulit utk menentukan estimasi yg tepat; (b) konfiden interval lebih melebar.
Mendeteksi gejala multikolinieritas R square, signifikansii, maupun Tolerance (TOL) dan variance inflation factor (VIF).
18 komentar:
Salam kenal juga Pak...:D
Linknya sudah diadd di Laskar BloggerTerima kasih
Wah nggak paham saya apa itu multikolinieritas
Pak, saya mau nanya. Bagaimana c cara mengetahui Multikolinearitas itu sempurna maupun tidak sempurna? Bagaimana pula agar Multikolinearitas itu menjadi sempurna ?
alhamdulillah bisa nambah ilmu..
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