Obscure phenomena in statistical analysis of quantitative structure-activity relationships. Part 1: Multicollinearity of physicochemical descriptors.

Multicollinearity of physicochemical descriptors leads to serious consequences in quantitative structure-activity relationship (QSAR) analysis, such as incorrect estimators and test statistics of regression coefficients of the ordinary least-squares (OLS) model applied usually to QSARs. Beside the diagnosis of the known simple collinearity, principal component regression analysis (PCRA) also allows the diagnosis of various types of multicollinearity. Only if the absolute values of PCRA estimators are order statistics that decrease monotonically, the effects of multicollinearity can be circumvented. Otherwise, obscure phenomena may be observed, such as good data recognition but low predictive model power of a QSAR model.