@article{MAKHILLJMMS20115128159, title = {Effect of Multicollinearity and the Sensitivity of the Estimation Methods in Simultaneous Equation Model}, journal = {Journal of Modern Mathematics and Statistics}, volume = {5}, number = {1}, pages = {9-12}, year = {2011}, issn = {1994-5388}, doi = {jmmstat.2011.9.12}, url = {https://makhillpublications.co/view-article.php?issn=1994-5388&doi=jmmstat.2011.9.12}, author = {D.A.}, keywords = {Nigeria,estimation methods,Monte Carlo,Simultaneous equation model,Multicollinearity}, abstract = {This study has investigated the effect of multicollinearity and the sensitivity of three different estimation methods of a Simultaneous equation econometric model. A Monte Carlo approach was employed for a three equation just identified model. The anlaysis for sample size n = 100 replication, R = 200 revealed the preference order of 3SLS, 2SLS and OLS using both mean and bias estimation criteria.} }