[Collinearity and Least Squares Regression]: Comment

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Collinearity and Least Squares Regression

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

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ژورنال

عنوان ژورنال: Statistical Science

سال: 1987

ISSN: 0883-4237

DOI: 10.1214/ss/1177013442