COLDIAG2: Stata module to evaluate collinearity in linear regression

John Hendrickx

Statistical Software Components from Boston College Department of Economics

Abstract: coldiag2 is an implementation of the regression collinearity diagnostic procedures found in Belsley, Kuh, and Welsch (1980). These procedures examine the "conditioning" of the matrix of independent variables. This routine is an extension of Joseph Harkness' coldiag (q.v.)

Language: Stata
Requires: Stata version 7.0
Keywords: collinearity; conditioning (search for similar items in EconPapers)
Date: 2004-08-16, Revised 2004-12-09
Note: This module should be installed from within Stata by typing "ssc install coldiag2". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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