Revisit problems encountered in linear regression models
This paper revisits the main problems faced by linear regression models. The exogenous condition for linear regression is verified by using the triangular law of vectors and dot product of vectors. Errors in variables and missing variables are analyzed analytically. This paper shows that these two p...
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Conference or Workshop Item |
| Language: | English |
| Published: |
2010
|
| Subjects: | |
| Online Access: | http://repo.uum.edu.my/5101/1/Yi.pdf http://repo.uum.edu.my/5101/ http://research.utar.edu.my/CMS/ICMSA2010/ICMSA2010_Proceedings/index.html |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Institution: | Universiti Utara Malaysia |
| Language: | English |
| id |
my.uum.repo.5101 |
|---|---|
| record_format |
eprints |
| spelling |
my.uum.repo.51012012-02-25T07:33:21Z http://repo.uum.edu.my/5101/ Revisit problems encountered in linear regression models Yip, Chee Yin Lim, Hock Eam QA76 Computer software This paper revisits the main problems faced by linear regression models. The exogenous condition for linear regression is verified by using the triangular law of vectors and dot product of vectors. Errors in variables and missing variables are analyzed analytically. This paper shows that these two problems will cause large sample bias of LS estimator for the parameters. Practical suggestions are made on how these problems can be minimized on a case to case basis. 2010 Conference or Workshop Item PeerReviewed application/pdf en http://repo.uum.edu.my/5101/1/Yi.pdf Yip, Chee Yin and Lim, Hock Eam (2010) Revisit problems encountered in linear regression models. In: 6th IMT-GT International Conference on Mathematics, Statistics and Its Applications (ICMSA2010), 3-4 November 2010, The Grand Season Hotel, Kuala Lumpur. http://research.utar.edu.my/CMS/ICMSA2010/ICMSA2010_Proceedings/index.html |
| institution |
Universiti Utara Malaysia |
| building |
UUM Library |
| collection |
Institutional Repository |
| continent |
Asia |
| country |
Malaysia |
| content_provider |
Universiti Utara Malaysia |
| content_source |
UUM Institutionali Repository |
| url_provider |
http://repo.uum.edu.my/ |
| language |
English |
| topic |
QA76 Computer software |
| spellingShingle |
QA76 Computer software Yip, Chee Yin Lim, Hock Eam Revisit problems encountered in linear regression models |
| description |
This paper revisits the main problems faced by linear regression models. The exogenous condition for linear regression is verified by using the triangular law of vectors and dot product of vectors. Errors in variables and missing variables are analyzed analytically. This paper shows that these two problems will cause large sample bias of LS estimator for the parameters. Practical suggestions are made on how these problems can be minimized on a case to case basis. |
| format |
Conference or Workshop Item |
| author |
Yip, Chee Yin Lim, Hock Eam |
| author_facet |
Yip, Chee Yin Lim, Hock Eam |
| author_sort |
Yip, Chee Yin |
| title |
Revisit problems encountered in linear regression models |
| title_short |
Revisit problems encountered in linear regression models |
| title_full |
Revisit problems encountered in linear regression models |
| title_fullStr |
Revisit problems encountered in linear regression models |
| title_full_unstemmed |
Revisit problems encountered in linear regression models |
| title_sort |
revisit problems encountered in linear regression models |
| publishDate |
2010 |
| url |
http://repo.uum.edu.my/5101/1/Yi.pdf http://repo.uum.edu.my/5101/ http://research.utar.edu.my/CMS/ICMSA2010/ICMSA2010_Proceedings/index.html |
| _version_ |
1644278919450329088 |