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

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