How many bits of information does an independent variable yield in a multiple regression?

A simple measure from statistical information theory is proposed to measure the contribution of each independent variable in a multiple regression.

Year of publication:	1987
Authors:	Theil, Henri
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 6.1987, 2, p. 107-108
Publisher:	Elsevier
Subject:	multiple regression correlation information theory

Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005223035