Multicollinearity: Diagnosing its Presence and Assessing the Potential Damage It Causes Least Squares Estimation

This paper suggests and examines a straightforward diagnostic test procedure that 1) provides numerical indexes whose magnitudes signify the presence of one or more near dependencies among columns of a data matrix X, and 2) provides a means for determining, within the linear regression model, the本文提出并检验了一种简洁的诊断测试流程，该流程可实现两类功能：其一，生成数值指标，其数值大小可用于表征数据矩阵X的各列之间存在一处或多处近似依赖关系；其二，提供了一种可在线性回归模型框架内开展判定的手段（原文此处表述未完整）