Empirical Determination of the Tolerable Sample Size for Ols Estimator in the Presence of Multicolli

• 作 者: O. O. Alabi T. O. Olatayo F. R
• 机 构: DepartmentofMathematicalSciences,DepartmentofMathematicalSciences,DepartmentofMathematicsandStatisti
• 出 处: 应用数学(英文)
• 发表日期: 2014年13期
• 关键词: Regression Model OLS ESTIMATOR MULTICOLLINEARITY Power Rate Value and Tolerable

This paper investigates the tolerable sample size needed for Ordinary Least Square (OLS) Estimator to be used when there is presence of Multicollinearity among the exogenous variables of a linear regression model. A regression model with constant term (β0