标题： 强相关预测变量的平均组效应是可估计的 显示英文标题

标题： Average group effect of strongly correlated predictor variables is estimable

摘要： 众所周知，由于强相关预测变量产生的多重共线性，线性模型中这些预测变量的个体参数无法通过最小二乘回归准确估计。 令人惊讶的是，这些参数的平均值可以被极其准确地估计。 我们找到了这个平均值，并简要讨论了其在最小二乘回归中的应用。 显示英文摘要

摘要： It is well known that individual parameters of strongly correlated predictor variables in a linear model cannot be accurately estimated by the least squares regression due to multicollinearity generated by such variables. Surprisingly, an average of these parameters can be extremely accurately estimated. We find this average and briefly discuss its applications in the least squares regression.