Aragonés, Enriqueta; Gilboa, Itzhak; Postlewaite, Andrew; … - 2004 - [Elektronische Ressource]
variables X =(X
1
,...,X
m
).ForasubsetK of {X
1
,...,X
m
},letR
2
K
be
the value of the coefficient of determination R
2
when we … regress (y
i
)
i≤n
on
(x
ij
)
i≤n,j∈K
. We assume that the data are given in their entirety, that is,
that there are no … of accuracy — r = R
2
. Consider the k-r space and, for a given database
X =(X
1
,...,X
m
) and a variable Y,denotebyF(X …