%L acta36163
%K Matematikai statisztika, Statisztikai mĂłdszer, Statisztikai elemzĂŠs
%T The elliptical model of multicollinearity and the Petres’ Red indicator
%O Bibliogr.: 154. p. ; ĂśsszefoglalĂĄs angol nyelven
%A  KovĂĄcs PĂŠter
%X One possible method for modelling multicollinearity is to examine the orthogonality of explanatory variables, which is the “stretching” of the space of explanatory variables. The question rightly arises whether multicollinearity can be modelled in a different way. As a new approach, the elliptical model of multicollinearity can be formulated on the basis of Petres’ Red indicator. Parallel with the increase in the extent of the mean correlation of the variables, the “possible eigenvalues” are situated on an m-dimensional sphere with a greater radius. The “possible eigenvalues” are situated on a segment of the mdimensional sphere in such a way that with a fixed Red value they are located on an (m–1)- dimensional ellipsoid. Unfortunately, the higher the dimension number of the model, the more conditions have to be given for determining and studying the range of “possible eigenvalues”. Therefore, the detailed examination of this range and of the elliptical curves was carried out only for three explanatory variables.
%P 145-154
%J The diversity of research at the Szeged Institute of Business Studies
%D 2011
%S SZTE GazdasĂĄgtudomĂĄnyi Kar kĂśzlemĂŠnyei