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COLDIAG2: Stata module to evaluate collinearity in linear regression

Author

Listed:
  • John Hendrickx

    (University of Nijmegen)

Programming Language

Stata

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.)

Suggested Citation

  • John Hendrickx, 2004. "COLDIAG2: Stata module to evaluate collinearity in linear regression," Statistical Software Components S445202, Boston College Department of Economics, revised 09 Dec 2004.
    • Handle: RePEc:boc:bocode:s445202
    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.
    as

    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/c/coldiag2.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/p/prnt_cx.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/c/coldiag2.hlp
    File Function: help file
    Download Restriction: no
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