Principal components regression estimator and a test for the restrictions
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Publication:5400797
DOI10.1080/02331880802605460zbMath1282.62161MaRDI QIDQ5400797
Publication date: 12 March 2014
Published in: Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331880802605460
hypothesis testing; multicollinearity; principal components regression estimator; doubly non-central \(F\) distribution
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