3.5 Collinearity (and Multicollinearity) Explained

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Here I explain the concept of collinearity, the problems it can cause, and how we can identify it. I focus my discussion on collinearity, but also talk briefly about multicollinearity.

These videos support a course I teach at The University of British Columbia (SPPH 500), which covers the use of regression models in Health Research. These videos were put together to use for remote teaching in response to COVID.

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Content Creator: Mike Marin (B.Sc., MSc.) Senior Instructor at UBC.
Producer and Creative Manager: Ladan Hamadani (B.Sc., BA., MPH)

These videos are created by #marinstatslectures to support some statistics courses at the University of British Columbia (UBC) (#IntroductoryStatistics and #RVideoTutorials ), although we make all videos available to the everyone everywhere for free.

Thanks for watching! Have fun and remember that statistics is almost as beautiful as a unicorn!

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Great video! That last equation showing the "nonsense model" with a repeat predictor variable (age) helped me a lot understand the concept of collinearity affecting the certainty of the parameter estimates :)

tymothylim
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Hello. Do you have a video that explains power analysis for a multinomial logistic regression? Great videos;)

uruguayanmama