COLDIAG2: Stata module to evaluate collinearity in linear regression
John Hendrickx
Abstract
John Hendrickx
Abstract
coldiag2 is an implementation of the regression collinearity diagnostic procedures found in Belsley, Kuh, and Welsch (1980). These procedures examine the "conditioning" of the matrix of independent variables. This routine is an extension of Joseph Harkness' coldiag (q.v.)
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coldiag2 is an implementation of the regression collinearity diagnostic procedures found in Belsley, Kuh, and Welsch (1980). These procedures examine the "conditioning" of the matrix of independent variables. This routine is an extension of Joseph Harkness' coldiag (q.v.)
Key concepts: Collinearity, Design matrix, Statistics, Linear regression, Extension (predicate logic), Regression, Mathematics, Regression analysis