Accession Number : AD0732680

Title :   Is Collinearity a Problem,

Corporate Author : RAND CORP SANTA MONICA CALIF

Personal Author(s) : Newhouse,Joseph P.

Report Date : MAR 1971

Pagination or Media Count : 8

Abstract : The purpose of the paper is to report on some Monte Carlo experiments which make it appear as though collinearity is not as important a problem as a casual reader of applied econometric work might infer from the frequency with which collinearity is cited to explain poor results. (Author)

Descriptors :   (*ECONOMICS, STATISTICAL TESTS), STATISTICAL DISTRIBUTIONS, APPROXIMATION(MATHEMATICS), RANDOM VARIABLES, LEAST SQUARES METHOD, MONTE CARLO METHOD

Subject Categories : Economics and Cost Analysis
      Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE