Correlation in Polynomial Regression

Citation
A. Bradley, Ralph et S. Srivastava, Sushil, Correlation in Polynomial Regression, American statistician , 33(1), 1979, pp. 11-14
Journal title
ISSN journal
00031305
Volume
33
Issue
1
Year of publication
1979
Pages
11 - 14
Database
ACNP
SICI code
Abstract
Polynomial regression of degree p in one independent variable . is considered.Numerically large sample correlations between .. and .., . < ., a, . = 1, ···, p, may cause ill-conditioning in the matrix to be inverted in application of the method of least squares.These sample correlations are investigated.It is confirmed that centering of the independent variable to have zero sample mean removes nonessential ill-conditioning.If the sample values of . are placed symmetrically about their mean, the sample correlation between .. and .. is reduced to zero by centering when . + . is odd, but may remain large when . + . is even.Some examples and recommendations are given.