Collinearity and Least Squares Regression
Stewart, G. W.
Statist. Sci., Tome 2 (1987) no. 4, p. 68-84 / Harvested from Project Euclid
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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.
Publié le : 1987-02-14
Classification:  Collinearity,  ill-conditioning,  linear regression,  errors in the variables,  regression diagnostics 
@article{1177013439,
     author = {Stewart, G. W.},
     title = {Collinearity and Least Squares Regression},
     journal = {Statist. Sci.},
     volume = {2},
     number = {4},
     year = {1987},
     pages = { 68-84},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177013439}
}

Stewart, G. W. Collinearity and Least Squares Regression. Statist. Sci., Tome 2 (1987) no. 4, pp.  68-84. http://gdmltest.u-ga.fr/item/1177013439/