On relationship between coefficients of the different dimensions linear regression models

On relationship between coefficients of the different dimensions linear regression models

Considered two linear regression models of a given response variable with some predictor set and its subset. It is shown that there is a linear relationship between coefficients of these models. Some corollaries of the proved theorem is considered.

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Bibliographic Details
Main Author: Panov, V. G
Format: Journal Article
Language:English
Published: 14-09-2011
Subjects:
Mathematics - Numerical Analysis
Mathematics - Statistics Theory
Statistics - Theory
Online Access:Get full text
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Description
Summary:Considered two linear regression models of a given response variable with some predictor set and its subset. It is shown that there is a linear relationship between coefficients of these models. Some corollaries of the proved theorem is considered.
DOI:10.48550/arxiv.1109.3042