1987•Statistical ScienceOpen access

Collinearity and Least Squares Regression

G. W. Stewart

Open full text 255 citations

Abstract

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.

Open-access reader

About this research paper

What this paper is about

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.

Why it matters

OpenAlex reports 255 citations for this work. Citation counts describe recorded attention and do not establish research quality.

Key contribution

A contribution statement is not available in the OpenAlex record.

Method / approach

Method details are not available in the OpenAlex metadata.

Main findings

Findings are not separately available in the OpenAlex metadata.

Limitations

Limitations are not available in the OpenAlex metadata.

Applications

Application details are not available in the OpenAlex metadata.

Available abstract

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.

Key concepts: Collinearity, Simple linear regression, Statistics, Regression diagnostic, Regression, Regression analysis, Segmented regression, Local regression

Related papers

Back to paper searchBrowse research topicsOriginal source
Collinearity and Least Squares Regression — Research Paper | ScholarLens