Scholarlink

One of the assumptions of the standard regression model y = Xβ + ε is that there is no exact linear relationship among the explanatory variables, or equivalently, that the matrix X of explanatory variables has a full rank.

错误：搜索内容不能为空，请输入英文关键词
错误：关键词超出字数限制，请精简
高级检索

Multicollinearity

  • 工具书词条

  • 发表日期：

    2025年

查看全文
  • Vlasta Bahovec

摘要

One of the assumptions of the standard regression model y = Xβ + ε is that there is no exact linear relationship among the explanatory variables, or equivalently, that the matrix X of explanatory variables has a full rank.