Detecting and Assessing the Problems Caused by Multi-Collinearity: A Useof the Singular-Value Decomposition
收藏数据链接:
官方服务:
资源简介:
This paper presents a means for detecting the presence of multicollinearity and for assessing the damage that such collinearity may cause estimated coefficients in the standard linear regression model. The means of analysis is the singular value decomposition, a numerical analytic device that
提供机构:
美国国家经济研究局创建时间:
1974-12-01



