VIF-based adaptive matrix perturbation method for heteroskedasticity-robust covariance estimators in the presence of multicollinearity (Q4976207)
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scientific article; zbMATH DE number 6754414
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| English | VIF-based adaptive matrix perturbation method for heteroskedasticity-robust covariance estimators in the presence of multicollinearity |
scientific article; zbMATH DE number 6754414 |
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VIF-based adaptive matrix perturbation method for heteroskedasticity-robust covariance estimators in the presence of multicollinearity (English)
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27 July 2017
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collinearity
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linear regression
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matrix theory
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optimization
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0.7717786431312561
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0.7690345644950867
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0.758285641670227
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0.7582626938819885
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0.7424559593200684
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