Sp. Decarvalho et Cd. Cruz, DIAGNOSIS OF MULTICOLLINEARITY - ASSESSMENT OF THE CONDITION OF CORRELATION-MATRICES USED IN GENETIC-STUDIES, Brazilian journal of genetics, 19(3), 1996, pp. 479-484
Data from samples of bean plant genotypes, assessed in a trial carried
out in the agricultural year 1991/92 in Vicosa, MG, were used to stud
y multicollinearity. Different methods to diagnose the problem were ap
plied to correlation matrices. The adverse consequences of multicollin
earity become evident as it increases, because the variance associated
with the estimates of the parameters increases simultaneously, making
them less reliable. For the diagnosis of multicollinearity, the infor
mal methods give only general guidance, and a combination of methods b
ased on the estimation of the variance inflating factors and variance
splitting allows not only quantification of the intensity of multicoll
inearity but also identification of the variables involved.