% PURPOSE: demo of bkw() % Belsley, Kuh, Welsch (1980) % Collinearity diagnostic routine % %--------------------------------------------------- % USAGE: bkw_d %--------------------------------------------------- % generate collinear data set n = 200; k = 13; x = randn(n,k); x(:,1) = ones(n,1); x(:,3) = x(:,2) + randn(n,1)*0.05; vnames = ['vname1 ', 'vname2 ', 'vname3 ', 'vname4 ', 'vname5 ', 'vname6 ', 'vname7 ', 'vname8 ', 'vname9 ', 'vname10', 'vname11', 'vname12', 'vname13']; % demonstrate BKW collinearity diagnostics disp('results with no variable names'); bkw(x(:,1:5)); disp('results with variable names'); bkw(x(:,1:5),vnames(1:5,:)); x = randn(50,5); x(:,2) = x(:,1) + randn(50,1)*0.001; vnames =strvcat('y-variable','Illinois','Ohio','Indiana',... 'W. Virginia','Pennsylvania'); disp('results with default format'); bkw(x,vnames); fmt = '%12.6f'; disp('results with user-supplied format'); bkw(x,vnames,fmt); % load bauer matrix from page 110 Belsley, Kuh, Welsch load bauer.dat; % scale so columns have unit length bauers = studentize(bauer); disp('results for modified Bauer matrix from BKW'); bkw(bauers);