A new measure of multicollinearity in linear regression models

International Statistical Review

Volumn 73, Issue 3, 2005, Pages 405-412

  Kovács, Péter ^a   Petres, Tibor ^a   Tóth, László ^b  

^a UNIVERSITY OF SZEGED   (Hungary)

^b National Communication Authority   (Hungary)

Author keywords

Multicollinearity; Redundancy of databases; Spectral decomposition of the correlation matrix

Indexed keywords

EID: 29344463290     PISSN: 03067734     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.1751-5823.2005.tb00156.x     Document Type: Article

References (5)

1. Belsley, D.A., Kuh, E. & Welsch, R.E. (1980). Regression Diagnostic: Identifying Influential Data and Sources of Collinearity. New York.
2. Förster, E. & Egermayer, F. (1966). Korrelations- und Regressionsanalyse. Berlin: Verlag der Wirtschaft.
3. Greene, W. (1990). Econometric Analysis. New York.
4. Kovács, P., Petres, T. & Tóth, L. (2004). Adatállományok redundanciájának mérése (Measurement of the Redundancy of Databases). Hungarian Statistical Review, 83(6-7). Budapest: KSH (Central Statistical Office).
5. Petres, T. & Tóth, L. (2003). Piaci információk és a multikollinearitás (Market Information and Multicollinearity). Conference lecture held in the topic of market and information, Szeged.