Is Collinearity a Problem,
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)
Document Details
- Document Type
- Technical Report
- Publication Date
- Mar 01, 1971
- Accession Number
- AD0732680
Entities
People
- Joseph P. Newhouse
Organizations
- RAND Corporation