TY  - JOUR
T1  - Effect of Multicollinearity and the Sensitivity of the Estimation Methods in Simultaneous Equation Model
AU - Agunbiade, D.A. 
JO  - Journal of Modern Mathematics and Statistics
VL  - 5
IS  - 1
SP  - 9
EP  - 12
PY  - 2011
DA  - 2001/08/19
SN  - 1994-5388
DO  - jmmstat.2011.9.12
UR  - https://makhillpublications.co/view-article.php?doi=jmmstat.2011.9.12
KW  - Nigeria
KW  -estimation methods
KW  -Monte Carlo
KW  -Simultaneous equation model
KW  -Multicollinearity
AB  - 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.
ER  -