The performance of latent root-M based regression.
Problem statement: In the presence of multicollinearity, the estimation of parameters in multiple linear regression models by means of Ordinary Least Squares (OLS) is known to suffer severe distortion. An alternative approach was to use the modified OLS which was based on the latent roots and latent...
| Main Authors: | , |
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| Format: | Article |
| Language: | English English |
| Published: |
Science Publications
2009
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| Subjects: | |
| Online Access: | http://psasir.upm.edu.my/id/eprint/17262/1/The%20performance%20of%20latent%20root.pdf |