Abstract
In this paper, the problem of multicollinearity is considered and a way to overcome such singular cases is analysed. The method proposed is based upon some useful properties of the generalized inverse.
This is a preview of subscription content, log in via an institution to check access.
Similar content being viewed by others
References
Bellman, R. (1961) Introduction to Matrix Analysis. Princeton University Press, New Jersey.
Greville, T.N.E. (1960) Some Applications of the Pseudoinverse of a Matrix, J. SIAM Review, 2, 15–22.
Johnston, J. (1972) Econometric Methods (2nd ed.). McGrawHill Book Co., New York.
Nash, J.C. (1979) Accuracy of Least Squares Computer Programs: Another Reminder: Comment. American J. of Agricultural Economics, 74, 703–709.
Penrose, R. (1955) A Generalized Inverse for Matrices. Proc. Cambridge Philos. Soc., 51, 406–413.
Penrose, R. (1956) On Best Approximate Solutions of Linear Matrix Equations. Proc. Cambridge Philos. Soc., 52, 17–19.
Theil, H. (1971) Principles of Econometrics. John Wiley, New York.
Wilkinson, J.H. and C. Reinsch (1971) Handbook for Automatic Computation, Vol II Linear Algebra. Springer-Verlag, Berlin.
Author information
Authors and Affiliations
Rights and permissions
About this article
Cite this article
Lazaridis, A. A note regarding the problem of perfect multicollinearity. Qual Quant 20, 297–306 (1986). https://doi.org/10.1007/BF00227435
Issue Date:
DOI: https://doi.org/10.1007/BF00227435