Two small-sample tests for random coefficients in linear regression are derived from the Maximum Likelihood Ratio. The first test has previously been proposed for testing equality of fixed effects, but is here shown to be suitable also for random coefficients. The second ...
Giles, 1993, “Testing Linear Restrictions on Coefficients in a Linear Regression Model With Proxy Variables and Spherically Symmetric Disturbances,” Journal of Econometrics , 57, 393–406. MATH MathSciNetOhtani, K. and J. Giles (1993), Testing linear restrictions on coefficients in a linear ...
The article considers the predictive efficiency of some improved estimators of coefficients in linear regression models, constructed with the help of the Stein rule when there are some stochastic linear restrictions on the vector of unknown parameters. Assuming the distribution of disturbances to be not...
Regression coefficientsareestimatesof the unknownpopulationparametersand describe the relationship between a predictor variable and the response. In linearregression, coefficients are the values that multiply the predictor values. Suppose you have the following regression equation: y = 3X + 5. In this eq...
Having estimated a linear regression with p coefficients, one may wish to test whether m additional observations belong to the same regression. This paper presents systematically the tests involved, relates the prediction interval (for m = 1) and the analysis of covariance (for m > p) within ...
Communications in StatisticsOhtani, K. (1988), “Optimal levels of significance of a pre-test in estimating the disturbance variance after the pre-test for a linear hypothesis on coefficients in a linear regression”, Economics Letters 28, 151–156. MathSciNet...
Noun1.regression coefficient- when the regression line is linear (y = ax + b) the regression coefficient is the constant (a) that represents the rate of change of one variable (y) as a function of changes in the other (x); it is the slope of the regression line ...
Regression analysis is a form ofinferential statistics. The p values in regression help determine whether the relationships that you observe in your sample also exist in the larger population. The linear regression p value for each independent variable tests the null hypothesis that the variable has...
In the case of linear regression, one additional benefit of using the log transformation is interpretability. Example of log transformation: right — before, left — after. Source As before, let’s say that the formula below presents the coefficients of the fitted model. Intercept (a) ...
Strong consistency of M-estimates in linear models The strong consistency of M-estimates of the regression coefficients in a linear model under some mild conditions is established, which is an essential imp... L Zhao - 《中国科学:数学(英文版)》 被引量: 51发表: 2002年 Limiting Behavior of ...