Multicollinearity in cross-sectional regressions
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References listed on IDEAS
- Kumar, T Krishna, 1975. "Multicollinearity in Regression Analysis," The Review of Economics and Statistics, MIT Press, vol. 57(3), pages 365-366, August.
- Wichers, C Robert, 1975. "The Detection of Multicollinearity: A Comment," The Review of Economics and Statistics, MIT Press, vol. 57(3), pages 366-368, August.
- Reinhold Kosfeld & Jørgen Lauridsen, 2008. "Factor analysis regression," Statistical Papers, Springer, vol. 49(4), pages 653-667, October.
- O'Hagan, John W & McCabe, Brendan, 1975. "Tests for the Severity of Multicollinearity in Regression Analysis: A Comment," The Review of Economics and Statistics, MIT Press, vol. 57(3), pages 368-370, August.
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- Catalina Garcia & José Pérez & José Liria, 2011. "The raise method. An alternative procedure to estimate the parameters in presence of collinearity," Quality & Quantity: International Journal of Methodology, Springer, vol. 45(2), pages 403-423, February.
More about this item
KeywordsMulticollinearity; Cross-sectional regression; Spatial dependency; Misspecification tests; C21; C40; C51; J60;
- C21 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models
- C40 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - General
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
- J60 - Labor and Demographic Economics - - Mobility, Unemployment, Vacancies, and Immigrant Workers - - - General
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