Abstract:The canonical correlations between subsets of OLS estimators are identified with design linkage parameters between their regressors. Known collinearity indices are extended to encompass angles between each regressor vector and remaining vectors. One such angle quantifies the collinearity of regressors with the intercept, of concern in the corruption of all estimates due to ill-conditioning. Matrix identities factorize a determinant in terms of principal subdeterminants and the canonical Vector Alienation Coeff… Show more
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