Multicollinearity in Regression Analysis: The Problem Revisited

by Donald Eugene Farrar

Excerpt from Multicollinearity in Regression Analysis

Y, X as observed values, measured as standardized deviates, of the dependent and independent variables, 8 as the true (structural) coefficients, u as the true (unobserved) error term, with distributional properties specified by the general linear model.

58 pages, Paperback

First published August 5, 2015

About the author

Donald Eugene Farrar, Capital markets advisor (finance: investment service, Director) capital markets advisor. Member WesternFin. Association (director) 1978-1981, president 1980), Investment Company Institute (research committee 1981-1992, chairman 1983-1989), Harvard; Club (San Francisco 1992-1993).