A note on prediction error with collinearity

Communications in Statistics - Theory and Methods

Volumn 34, Issue 3, 2005, Pages 619-623

  Fu, Wenjiang J ^a,b  

^a TEXAS A AND M UNIVERSITY   (United States)

^b MICHIGAN STATE UNIVERSITY   (United States)

Author keywords

Collinearity; Least squares estimator; Prediction error

Indexed keywords

EIGENVALUES AND EIGENFUNCTIONS; FUNCTIONS; MATHEMATICAL MODELS; MATRIX ALGEBRA; RANDOM PROCESSES; VECTORS;

COLLINEARITY; GAUSSIAN RANDOM ERRORS; LEAST SQUARES ESTIMATORS; PREDICTION ERRORS;

REGRESSION ANALYSIS;

EID: 17044421754     PISSN: 03610926     EISSN: None     Source Type: Journal    
DOI: 10.1081/STA-200052114     Document Type: Article

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