Determinant Efficiencies in Ill-Conditioned Models
The canonical correlations between subsets of OLS estimators are identified with design linkage parameters between their regressors. Known collinearity indices are extended to encompass angles between each regressor vector and remaining vectors. One such angle quantifies the collinearity of regresso...
Saved in:
| Main Author: | |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Wiley
2011-01-01
|
| Series: | Journal of Probability and Statistics |
| Online Access: | http://dx.doi.org/10.1155/2011/182049 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Be the first to leave a comment!