I read from a book that the collinearity (or multicollinearity) could possibly lead the signs of the regression coefficients to being incorrect.
That is, some coefficient, which should have been positive (negative), is negative (positive) due to the presence of the collinearity.
I, however, can barely find examples from the internet.
Does anyone ever have such a problem?
Thanks in advance.
That is, some coefficient, which should have been positive (negative), is negative (positive) due to the presence of the collinearity.
I, however, can barely find examples from the internet.
Does anyone ever have such a problem?
Thanks in advance.