Collinearity and Least Squares Regression

G. W. Stewart

doi:10.1214/ss/1177013439

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Home > Journals > Statist. Sci. > Volume 2 > Issue 1 > Article

February, 1987 Collinearity and Least Squares Regression

G. W. Stewart

Statist. Sci. 2(1): 68-84 (February, 1987). DOI: 10.1214/ss/1177013439

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Abstract

In this paper we introduce certain numbers, called collinearity indices, which are useful in detecting near collinearities in regression problems. The coefficients enter adversely into formulas concerning significance testing and the effects of errors in the regression variables. Thus they provide simple regression diagnostics, suitable for incorporation in regression packages.