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Erroneous Regression on Residuals
When I correct for the collinearity of regressors in a multivariate
regression by replacing with residuals from another regression, regression in Excel is not working. One or more of the coefficients in the multivariate system (incorrectly) go to 0, with a p-value of 1. When I have tried on other machines, it runs fine. It seems like my stat pack is flawed. Has anyone else encountered this? Is there a way to debug? |
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