Impact Of Collinearity On The Estimated Parameters And Classical Statistical Tests Values Of Multifactorial Linear Regressions In Conditions Of O.L.S
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- Florin-Marius PAVELESCU, 2011. "Some aspects of the translog production function estimation," Romanian Journal of Economics, Institute of National Economy, vol. 32(1(41)), pages 131-150, June.
- Pavelescu, Florin Marius, 2010. "An Analysis Model for the Disturbances Generated by Collinearity in the Context of the OLS Method," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 245-264, July.
More about this item
Keywordscoefficient of determination; alignment coefficient; coefficient of (direct) correlation between the explanatory variables; coefficient of mediated correlation by resultative variable between the explanatory variables collinearity; chaos and order in multifactorial linear regression; Fisher test; Student test; corrected Student test;
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
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