A test of harmful multicollinearity: A generalized ridge regression approach
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DOI: 10.1080/03610926.2020.1754855
Abstract: Abstract This paper introduces a new test of harmful multicollinearity based on the ratio of the levels of significance of ordinary least squares and generalized ridge regression estimates of the coefficients. Harmful multicollinearity is the… read more here.
Keywords: harmful multicollinearity; multicollinearity; test; test harmful ... See more keywords