IDEAS home Printed from https://ideas.repec.org/c/boc/bocode/s405001.html
 

COLDIAG: Stata module to perform BWK regression collinearity diagnostics

Author

Listed:
  • Joseph Harkness

    (Institute for Policy Studies, The Johns Hopkins University)

Programming Language

Stata

Abstract

Coldiag 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. Coldiag first computes the condition number of the matrix. If this number is "large" (Belsley et al suggest 30 or higher), then there may be collinearity problems. Coldiag with the FULL option also provides further information that may help to identify the source of these problems the variance decomposition portions associated with each singular value. If a large singular value is associated two or more variables with "large" variance decomposition portions, these variables may be causing collinearity problems.

Suggested Citation

  • Joseph Harkness, 2000. "COLDIAG: Stata module to perform BWK regression collinearity diagnostics," Statistical Software Components S405001, Boston College Department of Economics, revised 06 Jul 2000.
    • Handle: RePEc:boc:bocode:s405001
    Note: This module may be installed from within Stata by typing "ssc install coldiag". 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.
    as

    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/c/coldiag.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/c/coldiag.hlp
    File Function: help file
    Download Restriction: no
    ---><---

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:boc:bocode:s405001. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Christopher F Baum (email available below). General contact details of provider: https://edirc.repec.org/data/debocus.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.