On the measures of multicollinearity in least squares regression
Publication
, Journal Article
Wang, SG; Tse, SK; Chow, SC
Published in: Statistics and Probability Letters
January 1, 1990
For a general regression model y = Xβ + e, E(e) = 0, Cov(e) = σ2V-1, some results on the relationship between two measures of multicollinearity, the eigenvalues and the condition numbers of X′X and X′VX, are obtained. These results are useful in examining the effects of augmentation of data on multicollinearity and the influence of an observation on the condition number of X′X in regression diagnostics. © 1990.
Duke Scholars
Published In
Statistics and Probability Letters
DOI
ISSN
0167-7152
Publication Date
January 1, 1990
Volume
9
Issue
4
Start / End Page
347 / 355
Related Subject Headings
- Statistics & Probability
- 4905 Statistics
- 3802 Econometrics
- 1403 Econometrics
- 0104 Statistics
- 0102 Applied Mathematics
Citation
APA
Chicago
ICMJE
MLA
NLM
Wang, S. G., Tse, S. K., & Chow, S. C. (1990). On the measures of multicollinearity in least squares regression. Statistics and Probability Letters, 9(4), 347–355. https://doi.org/10.1016/0167-7152(90)90145-W
Wang, S. G., S. K. Tse, and S. C. Chow. “On the measures of multicollinearity in least squares regression.” Statistics and Probability Letters 9, no. 4 (January 1, 1990): 347–55. https://doi.org/10.1016/0167-7152(90)90145-W.
Wang SG, Tse SK, Chow SC. On the measures of multicollinearity in least squares regression. Statistics and Probability Letters. 1990 Jan 1;9(4):347–55.
Wang, S. G., et al. “On the measures of multicollinearity in least squares regression.” Statistics and Probability Letters, vol. 9, no. 4, Jan. 1990, pp. 347–55. Scopus, doi:10.1016/0167-7152(90)90145-W.
Wang SG, Tse SK, Chow SC. On the measures of multicollinearity in least squares regression. Statistics and Probability Letters. 1990 Jan 1;9(4):347–355.
Published In
Statistics and Probability Letters
DOI
ISSN
0167-7152
Publication Date
January 1, 1990
Volume
9
Issue
4
Start / End Page
347 / 355
Related Subject Headings
- Statistics & Probability
- 4905 Statistics
- 3802 Econometrics
- 1403 Econometrics
- 0104 Statistics
- 0102 Applied Mathematics