Excerpt from Multicollinearity in Regression Analysis: The Problem Revisited
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.
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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).