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Re: st: collinearity diagnostics and competing condition numbers

From   Richard Williams <>
Subject   Re: st: collinearity diagnostics and competing condition numbers
Date   Mon, 10 Jul 2006 22:09:15 -0500

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-.

Richard Williams, Notre Dame Dept of Sociology
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