| 来源类型 | Working Paper |
| 规范类型 | 报告 |
| DOI | 10.3386/w0066 |
| 来源ID | Working Paper 0066 |
| Detecting and Assessing the Problems Caused by Multi-Collinearity: A Useof the Singular-Value Decomposition | |
| David A. Belsley; Virginia Klema | |
| 发表日期 | 1974-12-01 |
| 出版年 | 1974 |
| 语种 | 英语 |
| 摘要 | This paper presents a means for detecting the presence of multicollinearity and for assessing the damage that such collinearity may cause estimated coefficients in the standard linear regression model. The means of analysis is the singular value decomposition, a numerical analytic device that directly exposes both the conditioning of the data matrix X and the linear dependencies that may exist among its columns. The same information is employed in the second part of the paper to determine the extent to which each regression coefficient is being adversely affected by each linear relation among the columns of X that lead to its ill conditioning. |
| URL | https://www.nber.org/papers/w0066 |
| 来源智库 | National Bureau of Economic Research (United States) |
| 引用统计 | |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/557266 |
| 推荐引用方式 GB/T 7714 | David A. Belsley,Virginia Klema. Detecting and Assessing the Problems Caused by Multi-Collinearity: A Useof the Singular-Value Decomposition. 1974. |
| 条目包含的文件 | ||||||
| 文件名称/大小 | 资源类型 | 版本类型 | 开放类型 | 使用许可 | ||
| w0066.pdf（686KB） | 智库出版物 | 限制开放 | CC BY-NC-SA | 浏览 | ||
除非特别说明，本系统中所有内容都受版权保护，并保留所有权利。
