Date of Award:
5-1978
Document Type:
Thesis
Degree Name:
Master of Science (MS)
Department:
Mathematics and Statistics
Department name when degree awarded
Applied Statistics
Committee Chair(s)
Rex L. Hurst
Committee
Rex L. Hurst
Committee
David L. Turner
Committee
Bartell Jensen
Abstract
The precision of the estimates of the regression coefficients in a regression analysis is affected by multicollinearity. The effect of certain factors on multicollinearity and the estimates was studied. The response variables were the standard error of the regression coefficients and a standarized statistic that measures the deviation of the regression coefficient from the population parameter.
The estimates are not influenced by any one factor in particular, but rather some combination of factors. The larger the sample size, the better the precision of the estimates no matter how "bad" the other factors may be.
The standard error of the regression coefficients proved to be the best indication of estimation problems.
Checksum
b57b6b41f7dbf0013f79c5712859db00
Recommended Citation
Teed, John Charles, "Multicollinearity and the Estimation of Regression Coefficients" (1978). All Graduate Theses and Dissertations, Spring 1920 to Summer 2023. 6947.
https://digitalcommons.usu.edu/etd/6947
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