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scientific article; zbMATH DE number 63434
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scientific article; zbMATH DE number 63434 |
Statements
27 September 1992
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ordinary least squares
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principal components
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restricted least squares
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necessary and sufficient conditions
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comparing biased restricted least squares estimators
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mean square error matrices
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multinormally distributed disturbances
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\(F\)-test
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principal components estimator
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method of dropping regressors
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0.8735789060592651
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0.868646502494812
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0.838740348815918
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