Unbiased K-L estimator for the linear regression model [version 1; peer review: 2 approved, 1 approved with reservations]
Background: In the linear regression model, the ordinary least square (OLS) estimator performance drops when multicollinearity is present. According to the Gauss-Markov theorem, the estimator remains unbiased when there is multicollinearity, but the variance of its regression estimates become inflat...
| Main Authors: | , , , , |
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| Format: | Article |
| Language: | English |
| Published: |
F1000 Research Ltd
2021-08-01
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| Series: | F1000Research |
| Online Access: | https://f1000research.com/articles/10-832/v1 |