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Published in 2019 at "Journal of Applied Statistics"
DOI: 10.1080/02664763.2019.1701638
Abstract: Although it is usual to find collinearity in econometric models, it is commonly disregarded. An extended solution is to eliminate the variable causing the problem but, in some cases, this decision can affect the goal…
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Keywords:
properties application;
residualization justification;
residualization;
justification properties ... See more keywords