We can do something about multicollinearity

DOI10.1080/03610928408828667zbMath0569.62100OpenAlexW2060946700MaRDI QIDQ3685918

R. E. Kalman

Publication date: 1984

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928408828667

zbMATH Keywords

decompositionrankFrisch schememulticollinearityrealization theoryprejudiceconfluence analysistrue value componentuncorrelated noise component

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Multivariate analysis (62H99) Linear regression; mixed models (62J05)

Related Items (3)

From time series to linear system, III: Approximate modelling ⋮ A comparison of simultaneous-equations, weighted regression, and noise- in-variables models ⋮ The rank of reduced dispersion matrices

Cites Work

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