a matrix of data where rows = observations and columns =
variables
Details
Collinearities can inflate the variance of the estimated regression
coefficients and numerical stability. The condition indices are calculated
by the eigenvalues of the crossproduct matrix of the scaled but uncentered
explanatory variables. Indices > 30 may indicate collinearity
References
Belsley, D. , Kuh, E. and Welsch, R. E. (1979), Regression
Diagnostics: Identifying Influential Data and Sources of Collinearity, John
Wiley (New York)