Equity Estimation and Assessing Market Response: A Rejoinder
通过模拟研究，反驳了Wildt(1993)的发现，认为在多重共线性条件下，权益估计比普通最小二乘和岭回归更接近真实参数。
The authors use a simulation that explores the same factors used by Wildt (1993), but provides results that refute several of the findings reported in that study. The authors maintain that, under conditions of multi-collinearity, the Equity estimator provides estimates that are typically closer to the true parameters than the ordinary least squares and Ridge estimates.