IMPACTS OF EQUI-CORRELATED RESPONSES ON MULTICOLLINEARITY

被引：1

作者：

ALI, MA

ALI, MM

机构：

[1] YARMOUK UNIV,DEPT STAT,IRBID,JORDAN

[2] BALL STATE UNIV,DEPT MATH SCI,MUNCIE,IN 47306

来源：

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 1992年 / 21卷 / 07期

关键词：

LINEAR MODEL; DESIGN MATRIX; EUCLIDEAN NORM; EIGENVALUES;

D O I：

10.1080/03610929208830891

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this article, impacts of correlated observations on multicollinearity are examined. It is found that positively equi-correlated observations alleviate the problem of multicollinearity. Negatively correlated observations turn the problem from bad to worse. Circumstances under which the best linear unbiased estimator (BLUE) based on positively equi-correlated observations is superior to the BLUE based on independent observations are identified.

引用

页码：1965 / 1975

页数：11

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