New Multicollinearity Indicators in Linear Regression Models

Correlation is an important statistical issue for the Ordinary Least Squares estimates and for data-reduction techniques, such as the Factor and the Principal Components analyses. In this paper we propose new indicators for the multicollinearity problem in the multiple linear regression model. Copyright 2007 The Authors. Journal compilation (c) 2007 International Statistical Institute.

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Year of publication:	2007
Authors:	Curto, José Dias ; Pinto, José Castro
Published in:	International Statistical Review. - International Statistical Institute (ISI), ISSN 0306-7734. - Vol. 75.2007, 1, p. 114-121
Publisher:	International Statistical Institute (ISI)

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005695262