Re: Mean centering for multicollinearity

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Re: Mean centering for multicollinearity

Zack, Matthew M. (CDC/ONDIEH/NCCDPHP)
More than 20 years ago, David L. Belsley showed that mean centering does NOT remove multicollinearity
but only distorts the collinearity diagnostics used to detect it:

 Belsley DA.  Demeaning conditioning diagnostics through centering.  American Statistician 1984;
  38:73-93 (with comments and rejoinder).

 Belsley DA.  Conditioning diagnostics:  Collinearity and weak data in regression.  New York:
  John Wiley & Sons, Inc., 1991:175-204.

Matthew Zack

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