On the concept of non-significant functions and its implications for regression analysis

DOI10.1016/0304-4076(81)90081-6zbMath0473.62058OpenAlexW1988398818WikidataQ127753651 ScholiaQ127753651MaRDI QIDQ1158708

Yair Mundlak

Publication date: 1981

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(81)90081-6

zbMATH Keywords

principal componentsmultiple comparisonsmulticollinearityfunctions of regression coefficientsScheffe S-method

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Factor analysis and principal components; correspondence analysis (62H25) Linear inference, regression (62J99) Paired and multiple comparisons; multiple testing (62J15)

Related Items (5)

Principal components in econometrics ⋮ A comparison of stein-like procedures for estimating linear regression models with multicollinear data ⋮ Improved estimation under collinearity and squared error loss ⋮ The extended Stein procedure for simultaneous model selection and parameter estimation ⋮ Improved prediction in the presence of multicollinearity

Cites Work

• Studies in the history of probability and statistics. V. A note on playing cards
• Minimum Variance Properties of Principal Component Regression
• An Optimal Property of Principal Components in the Context of Restricted Least Squares
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