Impacts of equi-correlated responses on multicollinearity

DOI10.1080/03610929208830891zbMath0774.62067OpenAlexW1986315151MaRDI QIDQ4202713

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Publication date: 4 October 1993

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

Full work available at URL: https://doi.org/10.1080/03610929208830891

zbMATH Keywords

eigenvalueslinear modelcorrelated observationsbest linear unbiased estimatorEuclidean normmulticollinearitydesign matrixnegatively correlated observationspositively equi-correlated observations

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

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On the impact of equicorrelated responses on multicollinearity

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