Computer Science in Economics and Management

, Volume 4, Issue 1, pp 33–50 | Cite as

A Guide to using the collinearity diagnostics

  • David A. Belsley
Article

Abstract

The description of the collinearity diagnostics as presented in Belsley, Kuh, and Welsch's, Regression Diagnostics: Identifying Influential Data and Sources of Collinearity, is principally formal, leaving it to the user to implement the diagnostics and learn to digest and interpret the diagnostic results. This paper is designed to overcome this shortcoming by describing the different graphical displays that can be used to present the diagnostic information and, more importantly, by providing the detailed guidance needed to promote the beginning user into an experienced diagnostician and to aid those who wish to incorporate or automate the collinearity diagnostics into a guided-computer environment.

Key words

Regression diagnostics ill-conditioning condition numbers condition indexes guided-computing variance-decomposition proportions 

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Copyright information

© Kluwer Academic Publishers 1991

Authors and Affiliations

  • David A. Belsley
    • 1
  1. 1.Department of Economics, Boston CollegeChestnut HillUSA
  2. 2.Boston College and MITUSA

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