On relationship between coefficients of the different dimensions linear regression models
Statistics Theory
2011-09-15 v1 Numerical Analysis
Statistics Theory
Abstract
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.
Cite
@article{arxiv.1109.3042,
title = {On relationship between coefficients of the different dimensions linear regression models},
author = {V. G. Panov},
journal= {arXiv preprint arXiv:1109.3042},
year = {2011}
}
Comments
13 pages, in Russian