Re: st: collinearity diagnostics and competing condition numbers

[Richard Williams <Richard.A.Williams.5@ND.edu>]

At 08:44 PM 7/10/2006, Tomislav Kovandzic wrote:
> Dear List,
>
> I'm trying to identify collinearity problems with the user-written
> program (COLLDIAG) which computes Belsley et al.'s collinearity
> diagnostics.  I was hoping someone could clarify something in the
> colldiag help file for diagnosing potential dependencies in the data.
> The help file states:
I can't answer your specific question.  However, I would suggest 
using -collin- and/or -coldiag2- instead.  I know that when i was 
trying to replicate results from elsewhere, I had better luck with 
those programs than I did with -coldiag-.  I believe there was an 
error in the formulas for -coldiag- that John Hendrickx fixed in -coldiag2-.


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Richard Williams, Notre Dame Dept of Sociology
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