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Slowly varying regressors are asymptotically collinear in linear regression. Usual regression formulae for asymptotic standard errors remain valid but rates of convergence are affected and the limit distribution of the regression coefficients is shown to be one dimensional. Some asymptotic...
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collinearity, and includes exponential functions, so is a portmanteau test with power against a wide range of possible alternatives …
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both circumvents problems of high dimensionality and collinearity, and allows inclusion of cubic functions to ensure power … has high power in many situations. Furthermore, collinearity between regressors can increase the power of the test. …
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Slack-variable models are compared against Scheffe's polynomial model for mixture experiments. The notion of model equivalence and the use of various diagnostic measures provide effective tools in making such comparisons, particularly when the experimental region is highly constrained. It is...
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with the collinearity problem because the use of dimension-reduction techniques can remove redundant variables. Combining …
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Collinearity in the data set used by Ball, Brown and Officer, in their study of the asset pricing model in the …
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