A Note on Rank, Multicollinearity and Multiple Regression

DOI10.1214/AOMS/1177731095MaRDI QIDQ5836465zbMATH OpenOpenAlexFDO

Authors G. Tintner

Publication date 1945

Published in Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aoms/1177731095

zbMATH Keywords

statistics

Cited in

(4)

• Generalized least squares estimation of the functional multivariate linear errors-in-variables model
• Estimation of a linear transformation and an associated distributional problem
• Statistical tests for structural relationship
• Lower bounds for the distributions of certain multivariate test statistics

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