Inferences About Two-Parameter Multicollinear Gaussian Linear Regression Models: An Empirical Type I Error and Power Comparison
In linear regression analysis, the independence assumption is crucial and the ordinary least square (OLS) estimator generally regarded as the Best Linear Unbiased Estimator (BLUE) is applied. However, multicollinearity can complicate the estimation of the effect of individual variables, leading to p...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2025-04-01
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| Series: | Stats |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2571-905X/8/2/28 |
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