Abstract:
We consider the problem of finding the dependence of the coefficients of a multiple regression model and the coefficients of the simple correlation models that describe the predictor variables. We show that the dependence is described by a matrix equality.
Keywords:
linear regression, simple regression, regression coefficients, least squares method.
Citation:
V. G. Panov, A. N. Varaksin, “Relation between the coefficients of simple and multiple regression models”, Sibirsk. Mat. Zh., 51:1 (2010), 196–203; Siberian Math. J., 51:1 (2010), 162–167
\Bibitem{PanVar10}
\by V.~G.~Panov, A.~N.~Varaksin
\paper Relation between the coefficients of simple and multiple regression models
\jour Sibirsk. Mat. Zh.
\yr 2010
\vol 51
\issue 1
\pages 196--203
\mathnet{http://mi.mathnet.ru/smj2076}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=2654531}
\transl
\jour Siberian Math. J.
\yr 2010
\vol 51
\issue 1
\pages 162--167
\crossref{https://doi.org/10.1007/s11202-010-0016-5}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=000274657900016}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-77952845567}
Linking options:
https://www.mathnet.ru/eng/smj2076
https://www.mathnet.ru/eng/smj/v51/i1/p196
This publication is cited in the following 1 articles:
Rylova A.P., Panov V.G., “Assessing the Best Linear Model of the Interest Rate Policy and Inflation in Russia in 2014-2017”, AIP Conference Proceedings, 2116, eds. Simos T., Tsitouras C., Amer Inst Physics, 2019, 200006