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Assessing the presence of harmful collinearity and other forms of weak data through a test for signal-to-noise

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  • Belsley, David A.

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  • Belsley, David A., 1982. "Assessing the presence of harmful collinearity and other forms of weak data through a test for signal-to-noise," Journal of Econometrics, Elsevier, vol. 20(2), pages 211-253, November.
    • Handle: RePEc:eee:econom:v:20:y:1982:i:2:p:211-253
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    Cited by:

    1. José García & Román Salmerón & Catalina García & María del Mar López Martín, 2016. "Standardization of Variables and Collinearity Diagnostic in Ridge Regression," International Statistical Review, International Statistical Institute, vol. 84(2), pages 245-266, August.
    2. Joseph, Agnes S. & Kiviet, Jan F., 2005. "Viewing the relative efficiency of IV estimators in models with lagged and instantaneous feedbacks," Computational Statistics & Data Analysis, Elsevier, vol. 49(2), pages 417-444, April.
    3. Salmerón Gómez, Román & Rodríguez Martínez, Eduardo, 2017. "Métodos cuantitativos para un modelo de regresión lineal con multicolinealidad. Aplicación a rendimientos de letras del tesoro || Quantitative Methods for a Linear Regression Model with Multicollinear," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 24(1), pages 169-189, Diciembre.
    4. Roman Salmerón Gómez & José García Pérez & María Del Mar López Martín & Catalina García García, 2016. "Collinearity diagnostic applied in ridge estimation through the variance inflation factor," Journal of Applied Statistics, Taylor & Francis Journals, vol. 43(10), pages 1831-1849, August.
    5. repec:grm:oikosp:202007 is not listed on IDEAS
    6. Michael Miller & Frank Farmer, 1988. "Substantive nonadditivity in social science research A note on induced collinearity and measurement and testing of effects," Quality & Quantity: International Journal of Methodology, Springer, vol. 22(3), pages 221-237, September.
    7. Andrea Poli & Angelo Gemignani & Mario Miccoli, 2022. "Randomized Trial on the Effects of a Group EMDR Intervention on Narrative Complexity and Specificity of Autobiographical Memories: A Path Analytic and Supervised Machine-Learning Study," IJERPH, MDPI, vol. 19(13), pages 1-18, June.
    8. Román Salmerón-Gómez & Ainara Rodríguez-Sánchez & Catalina García-García, 2020. "Diagnosis and quantification of the non-essential collinearity," Computational Statistics, Springer, vol. 35(2), pages 647-666, June.
    9. Ehalaiye, Dimu & Tippett, Mark & van Zijl, Tony, 2017. "The predictive value of bank fair values," Pacific-Basin Finance Journal, Elsevier, vol. 41(C), pages 111-127.
    10. Román Salmerón & José García & Catalina García & María del Mar López, 2018. "Transformation of variables and the condition number in ridge estimation," Computational Statistics, Springer, vol. 33(3), pages 1497-1524, September.
    11. Marc de Bourmont, 2012. "La résolution d'un problème de multicolinéarité au sein des études portant sur les déterminants d'une publication volontaire d'informations : proposition d'un algorithme de décision simplifié basé sur," Post-Print hal-00691156, HAL.
    12. Lee C. Adkins & Melissa S. Waters & R. Carter Hill, 2015. "Collinearity Diagnostics in gretl," Economics Working Paper Series 1506, Oklahoma State University, Department of Economics and Legal Studies in Business.
    13. Braden, J. B. & Kolstad, C. D. & Woock, R. A. & Machado, J. A., 2001. "Is coal desulphurisation worthwhile? Evidence from the market," Energy Policy, Elsevier, vol. 29(3), pages 217-225, February.

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