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Near-collinearity in linear regression revisited: The numerical vs. the statistical perspective |
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| Authors: | Aris Spanos |
| Affiliation: | 1. Department of Economics, Virginia Tech, Blacksburg, Virginia, USAaris@vt.edu |
| Abstract: | |
| Keywords: | Near-collinearity ill-conditioning norm condition number Variance Inflation Factors centering data trend polynomials variance singular value decomposition statistical misspecification |