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A note on collinearity diagnostics and centering. (English) Zbl 07663930


MSC:

62-XX Statistics

Software:

perturb; car; alr4; carData; alr3
Full Text: DOI

References:

[1] Belsley, D. A., Demeaning Conditioning Diagnostics Through Centering, The American Statistician, 38, 73-77 (1984)
[2] ———; Belsley, D. A.; Kuh, E., Model Reliability, Centering, the Constant, First-Differencing, and Assessing Conditioning, 117-153 (1986), Cambridge, MA: MIT Press, Cambridge, MA
[3] ———, Comment: Well-Conditioned Collinearity Indices, Statistical Science, 2, 86-91 (1987)
[4] ———, Conditioning Diagnostics: Collinearity and Weak Data in Regression (1991), New York: Wiley, New York · Zbl 0747.62068
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[14] ———, Revision: Variance Inflation in Regression, Advances in Decision Sciences (2013) · Zbl 1263.62106
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[19] Simon, S. D.; Lesage, J. P., The Impact of Collinearity Involving the Intercept Term on the Numerical Accuracy of Regression, Computational Economics, 1, 137-152 (1988)
[20] Snee, R. D.; Marquardt, D. W., Collinearity Diagnostics Depend on the Domain of Prediction, the Model, and the Data, The American Statistician, 38, 83-87 (1984)
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[22] Weisberg, S., Applied Linear Regression (2014), New York: Wiley, New York · Zbl 1281.62015
[23] Wood, F. S., Effect of Centering on Collinearity and Interpretation of the Constant, The American Statistician, 38, 88-90 (1984)
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