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Estimation and analysis of regression coefficients when explanatory variables area correlated.

Author(s)
G. R. Pasha Department of Statistics, Bahauddin Zakariya University, Multan, Pakistan
Muhammad Akbar Ali Shah Department of Statistics, Islamia University Bahawalpur, Pakistan
Ghosia Institute of Statistics, University of the Punjab, Lahore, Pakistan
Abstract
In this paper an unconventional method of the principal components regression is adopted for the solution of multi-collinearity and an attempt is made to show that by using this technique, some fairly precise estimates of the coefficient are obtained. This attractive property of the principal components regression makes it superior to the OLS method while dealing with the multi-collinear data. Comparison between the variance of the OLS estimates and the principal components regression on income and consumption is made.
Publication Details
Page(s) 33-39
DOI DOI not available
Published Journal: Journal of Research Science, Volume: 15, Issue: 1, Year: 2004

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