Applied Statistics Commons^™

An Evaluation Of Bartlett's Chi-Square Approximation For The Determinant Of A Matrix Of Sample Zero-Order Correlation Coefficients, Stephen M. Hattori

All Graduate Plan B and other Reports, Spring 1920 to Spring 2023

The single equation least-squares regression model has been extensively studied by economists and statisticians alike in order to determine the problems which arise when particular assumptions are violated. Much literature is available in terms of the properties and limitations of the model. However, on the multicollinearity problem, there has been little research, and consequently, limited literature is available when the problem is encountered. Farrar & Glauber (1967) present a collection of techniques to use in order to detect or diagnose the occurrence of multicollinearity within a regression analysis. They attempt to define multicollinearity in terms of departures from a hypothesized …