Subject Index

No autocorrelation, 70 Nominal Gross national product,

99, 532 Nominal scale, 31, 297 No multicollinearity, logic behind,

204-205 Nonexperimental data, 29 Nonlinear-in-parameter model, 192 Nonlinear least squares, 566 Nonlinear regression model, 42, 562-565 estimation of, 565-572 direct optimization, 569 direct search or trial and error,

568-569 examples, 571-572 iterative linearization method, 569 trial and error method, 566-568 Non-nested F test, 531 Non-nested hypotheses, tests of Davidson-MacKinnon J test,

533-535 discerning approach, 530 discrimination approach, 530-531 Non-nested models, 529-530 Nonparametric tests, 465n Nonsense regression, 792, 806-807 Nonstationarity, 448-449 Nonstationary stochastic processes, 798-801 Nonstationary time series, 820-821 Nonsystematic component, 44 Normal distribution, 109, 887-890 probability distributions related to, 159-161 Normal equations, 61-62, 566 Normal equivalent deviate, 610 Normality assumption, 563n in multiple regression, 248-249 properties of OLS estimators under, 110-112 reasons for, 109-110 Normality tests

Anderson-Darling test, 147-148 chi-square, 336 histogram of residuals, 147 Jarque-Bera, 148-149, 253,

336, 476 normal probability plot, 147-148 Normal probability paper, 147 Normal probability plot, 147-148 Normal scale variables, 298 Normit, 610 Normit model, 608

No serial correlation, 70 Notation, 24-25, 202-205 Null hypothesis, 126, 815; see also p value; Type I; Type II error forming, 135-136 of randomness, 466 region of acceptance, 129-130 and test of significance, 129 zero, 134-135 Null matrix, 916 Null vector, 916 Number crunching, 515 Numerator degrees of freedom, 160-161 Numerical properties of estimators, 62-65

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Rules Of The Rich And Wealthy

Rules Of The Rich And Wealthy

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