On the impact of equicorrelated responses on multicollinearity

A.K. Gupta and D.G. Kabe

Communications in Statistics - Theory and Methods, 2000, vol. 29, issue 7, 1565-1568

Abstract: Given the Gauss-Markov rnodel unknown and ω having the intraclass correlation.structure, Ali and Ali (1992) study the impact of the structure of ω on the expected value of \beta }\prime \circ {> \beta },\ \circ {> \beta }=( X \prime \Omega ^{-1} X )^{-1} X \prime \Omega ^{-1} y ?>. The present paper examines the impact of the assumed equicorrelation structure of ω on the expected value of \beta }\prime \circ {> \beta } ?>,and generalizes some expected squared length values inequalities derived by Ali and Ali (1992).

Date: 2000
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DOI: 10.1080/03610920008832564

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