Multicollinearity

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摘要

A statistical test for the existence of sufficient conditions for the singularity of a matrix is presented. Various approximations to the distribution of latent roots of determinantal equations and sums of latent roots are discussed. A model of observations afflicted with errors in the variables permits an approximate test for collinearity.

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论文评审过程:Available online 21 March 2002.

论文官网地址:https://doi.org/10.1016/0096-3003(75)90035-1