Detecting and Assessing the Problems Caused by Multi-Collinearity: A Useof the Singular-Value Decomposition / David A. Belsley, Virginia Klema.

Author
Belsley, David A. [Browse]
Format
Book
Language
English
Published/​Created
  • Cambridge, Mass. National Bureau of Economic Research 1974.
  • Cambridge, Mass. : National Bureau of Economic Research, 1974.
Description
1 online resource: illustrations (black and white);

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Subject(s)
Related name
Series
  • Working Paper Series (National Bureau of Economic Research) no. w0066. [More in this series]
  • NBER working paper series no. w0066
Summary note
This paper presents a means for detecting the presence of multicollinearity and for assessing the damage that such collinearity may cause estimated coefficients in the standard linear regression model. The means of analysis is the singular value decomposition, a numerical analytic device that directly exposes both the conditioning of the data matrix X and the linear dependencies that may exist among its columns. The same information is employed in the second part of the paper to determine the extent to which each regression coefficient is being adversely affected by each linear relation among the columns of X that lead to its ill conditioning.
Notes
December 1974.
Source of description
Print version record
Other title(s)
Detecting and Assessing the Problems Caused by Multi-Collinearity
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