Download This PaperThe Multicollinearity Illusion in Moderated Regression Analysis
17 Pages Posted: 22 Jun 2013 Last revised: 16 Oct 2014
There are 2 versions of this paper
The Multicollinearity Illusion in Moderated Regression Analysis
Number of pages: 17
Posted: 22 Jun 2013
Last Revised: 16 Oct 2014
You are currently viewing this paper
Downloads
659
The Multicollinearity Illusion in Moderated Regression Analysis
Marketing Letters, Forthcoming
Posted: 21 Nov 2014
Date Written: October 16, 2014
Abstract
Numerous papers in the fields of marketing and consumer behavior that utilize moderated multiple regression express concerns regarding multicollinearity issues. In most cases, however, as we show in this paper, the perceived multicollinearity is merely an illusion that arises from misinterpreting high correlations between independent variables and interaction terms.
Keywords: Multicollinearity, Moderated Multiple Regression, Interaction, Monte Carlo Simulations
Suggested Citation: Suggested Citation
Disatnik, David J. and Disatnik, David J. and Sivan, Liron, The Multicollinearity Illusion in Moderated Regression Analysis (October 16, 2014). Available at SSRN: https://ssrn.com/abstract=2283066 or http://dx.doi.org/10.2139/ssrn.2283066
Do you have a job opening that you would like to promote on SSRN?
Feedback
Feedback to SSRN