On sample size and precision in ordinary least squares

An expression relating estimation precision in the classical linear model to the number of parameters k and the sample size n is illustrated. A rule of thumb for the sample size is suggested.

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Year of publication:	2001
Authors:	Montenegro, Alvaro
Published in:	Journal of Applied Statistics. - Taylor & Francis Journals, ISSN 0266-4763. - Vol. 28.2001, 5, p. 603-605
Publisher:	Taylor & Francis Journals

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Extent:	text/html
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005639792