A Note on not Beginning With a General Model Read
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Title | A Note on not Beginning With a General Model
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Author | Wei Jinrui, Zhu Jianping and Xie Bangchang |
Organization | School of Economics, Xiamen University, Fujian |
Email | wejerry@139.com |
Key Words | Increase Variable Regression; Reduce Variable Regression; Orthogonal; Related; Partial Regression |
Abstract | In general linear regression model for example, on the condition of the independence between explanatory variables and disturbance: if explanatory variables are orthogonal, the regression model should not begin with a general one; if there exist correlation between the explanatory variables, the general model is always the first choice. Secondly, although the coefficient of explanatory variables would change while increasing or decreasing explanatory variables if they are correlated, the meaning of partial regression is not destroyed. the omitted explanatory variables, important or not,is concerned in theory;While statistical inference focuses on the correlation. |
Serial Number | WP122 |
Time | 2011-10-27 |
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