"David A. Heiser" wrote:
> ----- Original Message -----
> From: Warren Sarle <[EMAIL PROTECTED]>
> To: <[EMAIL PROTECTED]>
> Sent: Thursday, May 04, 2000 12:23 PM
> Subject: Re: no correlation assumption among X's in MLR
>
> > If the independent variables in a multiple linear regression are
> > collinear, there are infinitely many sets of least-squares
> > regression coefficients that produce the same predictions, MSE,
> > R-squared, etc.
> ..............................................................
> This is only true when the correlation matrix has off diagonals with
> 1.0000000000000000000000000000000000000............. If it is slightly
> different because of numerical representations in the computer, there will
> be a finite set of apparent identical solutions.
Suppose the correlation matrix is
1.0 -0.5 -0.5
-0.5 1.0 -0.5
-0.5 -0.5 1.0
This matrix is singular, and the three dimensions are collinear.
-------------------------------------------------------
gus gassmann ([EMAIL PROTECTED])
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