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Multicollinearity in Linear Economic Models
D. Neeleman
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Description for Multicollinearity in Linear Economic Models
Paperback. Series: Tilburg Studies in Economics. Num Pages: 103 pages, 1 black & white illustrations, biography. BIC Classification: KC. Category: (P) Professional & Vocational. Dimension: 229 x 152 x 6. Weight in Grams: 179.
It was R. Frisch, who in his publications 'Correlation and Scatter Analysis in Statistical Variables' (1929) and 'Statistical Confluence Analysis by means of Complete Regression Systems' (1934) first pointed out the complications that arise if one applies regression analysis to variables among which several independent linear relations exist. Should these relationships be exact, then there exist two closely related solutions for this problem, viz. 1. The estimation of 'stable' linear combinations of coefficients, the so-called estimable functions. 2. The dropping of the wen-known condition of unbiasedness of the estimators. This leads to minimum variance minimum bias estimators. This last solution ... Read more
It was R. Frisch, who in his publications 'Correlation and Scatter Analysis in Statistical Variables' (1929) and 'Statistical Confluence Analysis by means of Complete Regression Systems' (1934) first pointed out the complications that arise if one applies regression analysis to variables among which several independent linear relations exist. Should these relationships be exact, then there exist two closely related solutions for this problem, viz. 1. The estimation of 'stable' linear combinations of coefficients, the so-called estimable functions. 2. The dropping of the wen-known condition of unbiasedness of the estimators. This leads to minimum variance minimum bias estimators. This last solution ... Read more
Product Details
Format
Paperback
Publication date
2013
Publisher
Springer Netherlands
Number of pages
103
Condition
New
Series
Tilburg Studies in Economics
Number of Pages
103
Place of Publication
Dordrecht, Netherlands
ISBN
9789401174886
SKU
V9789401174886
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
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