[Collinearity and Least Squares Regression]: Comment: Diagnosing Near Collinearities in Least Squares Regression
نویسندگان
چکیده
منابع مشابه
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/1177013443