Partitioned regression
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Partitioned regression
Kan er iemand mij meer uitleg verschaffen over deze vraag?
Suppose a data set consists of n observations on y, K1 variables in X1 and K2 variables in X2. Do the following three procedures produce the same value for the least squares coefficients on X2?
a) Regress y on both X1 and X2.
b) Regress the residuals from a regression of y on X1 on the residuals (column by column) of regressions of X2 on X1.
c) Same as b), but do not transform y.
d) Same as b), but do not transform X2.
Alvast bedankt!
Suppose a data set consists of n observations on y, K1 variables in X1 and K2 variables in X2. Do the following three procedures produce the same value for the least squares coefficients on X2?
a) Regress y on both X1 and X2.
b) Regress the residuals from a regression of y on X1 on the residuals (column by column) of regressions of X2 on X1.
c) Same as b), but do not transform y.
d) Same as b), but do not transform X2.
Alvast bedankt!
- Berichten: 10.179
Re: Partitioned regression
Verplaatst naar Statistiek.
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