On the measures of multicollinearity in least squares regression

DOI10.1016/0167-7152(90)90145-WzbMath0694.62030MaRDI QIDQ909393

Song-Gui Wang, Siu-Keung Tse, Shein-Chung Chow

Publication date: 1990

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

eigenvaluescondition numbersgeneralized least squaresregression diagnosticseffects of augmentation of datameasures of multicollinearity

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

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Cites Work

• Multicollinear effects of weighted least squares regression
• The inefficiency of least squares: Extensions of the Kantorovich inequality
• Some extensions of the Kantorovich inequality and statistical applications
• Coefficient errors caused by using the wrong covariance matrix in the general linear model
• Regression analysis and problems of multicollinearity
• Extensions and Applications of the Householder Algorithm for Solving Linear Least Squares Problems
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