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
http://www.itl.nist.gov/div898/strd/lls/data/Longley.shtml
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.