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Revisit problems encountered in linear regression models


Yip, Chee Yin and Lim, Hock Eam (2010) Revisit problems encountered in linear regression models. In: 6th IMT-GT International Conference on Mathematics, Statistics and Its Applications (ICMSA2010), 3-4 November 2010, The Grand Season Hotel, Kuala Lumpur.

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Abstract

This paper revisits the main problems faced by linear regression models. The exogenous condition for linear regression is verified by using the triangular law of vectors and dot product of vectors. Errors in variables and missing variables are analyzed analytically. This paper shows that these two problems will cause large sample bias of LS estimator for the parameters. Practical suggestions are made on how these problems can be minimized on a case to case basis.

Item Type: Conference or Workshop Item (Paper)
Additional Information: ISBN 978-983-41743-3-0 Organiser: Universiti Tunku Abdul Rahman, Kuala Lumpur Malaysia
Subjects: Q Science > QA Mathematics > QA76 Computer software
Divisions: College of Arts and Sciences
Depositing User: Mrs. Norazmilah Yaakub
Date Deposited: 25 Feb 2012 07:33
Last Modified: 25 Feb 2012 07:33
URI: http://repo.uum.edu.my/id/eprint/5101

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