Subject Index 999

testing for structural or parameter stability, 273-279 variables for, 297 Regression of Y on X, 40 Regression on standardized variables, 215 Regression specification error test, 521 Regression through the origin, 164-169 derivation of least-squares estimators, 198-200 raw sum of squares, 167-168 Regression variables table, 290 Regressors dummy, 333

fixed versus stochastic, 337 pair-wise correlations among, 359 qualitative versus quantitative,

304-306 random, 337 Relative change, 176n Relevant variable, 510-513 Repeated sampling, 92 Replicated data, 598-600 Reproductive property of chi-square distribution, 160 Residuals examination of, 518 Studentized, 464n Residual sum of squares, 77, 83 Residual term, 49 Response variables, 580 binary, 581 dichotomous, 581 trichotomous, 581 Restricted F test, 643 Restricted least squares, 523 definition, 268 F test, 267-273 testing linear equality restrictions, 266-273 i-test approach, 267 Restricted log-likelihood function, 295 Restricted residual sum of squares, 276 Returns to scale, 224 Ridge regression, 369 Robust estimation, 339n Robust standard errors, 417-418,

439-440 Row vector, 914

Rules of thumb, 362, 364-369, 375 Run, 465

Runs test, 465-467, 471

Was this article helpful?

0 0
Rules Of The Rich And Wealthy

Rules Of The Rich And Wealthy

Learning About The Rules Of The Rich And Wealthy Can Have Amazing Benefits For Your Life And Success. Discover the hidden rules and beat the rich at their own game. The general population has a love / hate kinship with riches. They resent those who have it, but spend their total lives attempting to get it for themselves. The reason an immense majority of individuals never accumulate a substantial savings is because they don't comprehend the nature of money or how it works.

Get My Free Ebook


Post a comment