Conditioning Diagnostics: Collinearity and Weak Data in Regression

  • Publish Date: 1991-01-22
  • Binding: Hardcover
  • Author: David A. Belsley
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Integrating the research from the author's previous work, Regression Diagnostics, and significant revision and updating, this monograph presents a self-contained treatment of the problems of ill-conditioning and data weaknesses as they affect the least-squares estimation of the linear model, along with extensions to nonlinear models and simultaneous-equations estimators. Also features a substantial amount of new information, including background material and data sets and numerous related elements previously scattered throughout the literature.