The Longley dataset contains various US macroeconomic variables that are known to be highly collinear. It has been used to appraise the accuracy of least squares routines.
Number of Observations - 16 Number of Variables - 6 Variable name definitions:: TOTEMP - Total Employment GNPDEFL - GNP deflator GNP - GNP UNEMP - Number of unemployed ARMED - Size of armed forces POP - Population YEAR - Year (1947 - 1962)
The classic 1967 Longley Data
Longley, J.W. (1967) "An Appraisal of Least Squares Programs for the Electronic Comptuer from the Point of View of the User." Journal of the American Statistical Association. 62.319, 819-41.
This is public domain.