Abstract
Ordinary least squares does not work when there are more regressors than observations. Several methods can be used to build a (linear) predictive model when there are too few observations or when regressors are correlated with each other.
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Reference
Strang G (1980) Linear algebra and its applications, 2nd. edn. Academic Press, New York
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Pardo, S. (2020). Regression and Model Fitting with Collinearity. In: Statistical Analysis of Empirical Data. Springer, Cham. https://doi.org/10.1007/978-3-030-43328-4_6
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DOI: https://doi.org/10.1007/978-3-030-43328-4_6
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