Measures of correlation and computer algebra, MPRA Paper 70200, University Library of Munich, Germany.

Measures of correlation and computer algebra, MPRA Paper 70200, University Library of Munich, Germany. In common with K. Tsilika (2016).

Our contribution in this work is to set the directions for specialized econometric computations in a free computer algebra system, Xcas. We focus on the programming of a routine dedicated to correlation criteria for multiple regression models. We program several operations for detecting and evaluating collinearity by applying the diagnostic techniques of linear regression analysis. Xcas could constitute a supplemental tool in a collinear data study. Its use is proposed complementary to established econometric software or as substitute software.