Conditioning Diagnostics

Conditioning Diagnostics Collinearity and Weak Data in Regression

Hardback (07 Mar 1991)

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Publisher's Synopsis

This study integrates old and new procedures for analyzing the problems of ill-conditioning (which include collinearity) that attend statistical data. It aids in understanding how these problems affect statistical estimation and provides suggestions and examples of corrective action. The approach emphasizes diagnostics, drawing on elements of statistics, econometrics, data and numerical analysis. Any of the analytical and geometric tools that are needed are developed and explained. Numerous illustrations and data sets are included as a source for user experiments.;The diagnostics featured in the text deal with situations where two explanatory variables vary in much the same way, so it is not possible to separate their effects.

Book information

ISBN: 9780471528890
Publisher: J. Wiley
Imprint: Wiley Blackwell
Pub date:
DEWEY: 519.536
DEWEY edition: 20
Language: English
Number of pages: 396
Weight: 765g
Height: 241mm
Width: 165mm
Spine width: 26mm