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    Estimation of the multiple linear regression model for the production quantity of Al-Zahi in Al-Mamoun Factory using the (r-(k-d)) method in the presence of the problems of autocorrelation and multicollinearity together

    Written by Saja Mohammad Hussein
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     Estimation of the multiple linear regression model for the production quantity of Al-Zahi in Al-Mamoun Factory using the (r-(k-d)) method in the presence of the problems of autocorrelation and multicollinearity together

     Saja Mohammad Hussein

    Baghdad university , college of fine arts, financial Dept.
    Dept. of Statistics
    This email address is being protected from spambots. You need JavaScript enabled to view it.

     

     

    Zainab abd alsatar
    Baghdad university , college ofadministration and economic, This email address is being protected from spambots. You need JavaScript enabled to view it.
    Abstract:
    The controlling production is one of the important goals that economic institutions strive to achieve. The quantities of production are essential for industrial establishments, and one of the most important statistical models used is the linear regression model. Ordinary Least Squares (OLS) is commonly used to estimate the linear regression model. However, this method requires a set of assumptions. If one or more of these assumptions are violated, it may lead to inaccurate and undesired estimates.
    These problems often manifest in the multiple linear regression model as problem of multicollinearity and autocorrelation together. In this study, r-(k-d) method was used to estimate the model for the production quantity of cleaning materials in AL-Maamon industry in the General Company for vegetable oil industry. This approach addressed the issues of multicollinearity and autocorrelation simultaneously.

    Keywords: Multicollinearity, Autocorrelation, Multiple Linear Regression Model, Generalized Least Squares (GLS).

     

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    Read 27 times Last modified on Thursday, 13 March 2025 12:09