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This paper considers the effect of aggregation on the variance of parameter estimates for a linear regression model with random coefficients and an additive error term. Aggregate and microvariances are compared and measures of relative efficiency are introduced. Necessary conditions for...
Persistent link: https://www.econbiz.de/10013244404
This paper attempts to provide the user of linear multiple regression with a battery of diagnostic tools to determine which, if any, data points have high leverage or influence on the estimation process and how these possibly discrepant data points differ from the patterns set by the majority of...
Persistent link: https://www.econbiz.de/10012478956
This paper considers the effect of aggregation on the variance of parameter estimates for a linear regression model with random coefficients and an additive error term. Aggregate and microvariances are compared and measures of relative efficiency are introduced. Necessary conditions for...
Persistent link: https://www.econbiz.de/10012479066
This paper describes the results of a Monte Carlo study of certain aspects of robust regression confidence region estimation for linear models with one, five, and seven parameters. One-step sine estimators (c = l.42) were used with design matrices consisting of short-tailed, Gaussian, and...
Persistent link: https://www.econbiz.de/10012479015
The role of data analysis in communication, persuasion, and decision-making is discussed. Some problems with current data-analysis practice are presented, including communication, complex models, large data bases, one-pass processing, rigid assumptions, resistance, validity, prior information,...
Persistent link: https://www.econbiz.de/10012479059
In recent years, graphics have become an essential part of modern data analysis. This paper describes a system called CLOUDS which is designed to make available on inexpensive storage tube terminals a wide range of graphic tools related to data analysis, economics, and management science. The...
Persistent link: https://www.econbiz.de/10012479083
Includes bibliographical references (p. 41-42).
Persistent link: https://www.econbiz.de/10005574688
"Supported in part by NSF Grant GJ-1154X3 to the National Bureau of Economic Research Cambridge Computer Research Center." "This paper presents tables ... discussed in the article Stepwise multiple comparison procedures by Roy E. Welsch in the September 1977 issue of the Journal of the American...
Persistent link: https://www.econbiz.de/10005749113
Persistent link: https://www.econbiz.de/10005749166
Persistent link: https://www.econbiz.de/10005750666