Feb 3, 2010

Reduce Data Correlation by Recenter and Rescale

In the MATLAB statistics demo document, the training data (a set of car weights) are recentered and rescaled as follows:
% A set of car weights
weight = [2100 2300 2500 2700 2900 3100 3300 3500 3700 3900 4100 4300]';
weight = (weight-2800)/1000; % recenter and rescale
And the document explains the reason of recenter and rescale as
The data include observations of weight, number of cars tested, and number failed. We will work with a transformed version of the weights to reduce the correlation in our estimates of the regression parameters.
Could anyone tell me why the recenter and rescale can reduce the correlation?

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