Detecting and Assessing Collinearity
David A. Belsley, Edwin Kuh, Roy E. Welsch · Wiley series in probability and statistics · 1980
This chapter includes the following topics: Introduction and Historical Perspective Technical Background Experimental Experience Summary Interpretation, and Examples of Diagnosing Actual Data for Collinearity Appendix 3A: The Condition Number and Invertibility Appendix 3B: Parameterization and Scaling Appendix 3C: The Weakness of Correlation Measures in Providing Diagnostic Information Appendix 3D: The Harm Caused by Collinearity