Journal of the Korean Statistical Society

The Korean Statistical Society (한국통계학회)
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Alternative Derivation of Stepwise Multivariate Linear Regression

段階的 多變量 線型回歸에 관하여

  • 申敏雄 ;
  • 金周成
  • Published : 1978.12.01
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Abstract

Freund, Vail, and Ross, Goldberger and Jochems and Goldberger have given some results for the stepwise estimation of the parameters of a univariate regression model, D.G. Kabe gave similar results for a multivariate linear regression model. We give here alternative derivation of some results derived by D.G. Kabe.

Keywords

References

  1. Journal of the American Statistical Association v.56 Residual Analysis Freund,Rudolf,J.Vail;Richard,W.Clunies;Ross,C.W.
  2. Journal of the American Statistical Association v.56 Note on Stepwise Least Squares Goldberger,Arthur,S.;Jochems,D.B.
  3. Journal of the American Statistical Association v.56 Stepwise Least Squares: Residual Analysis and Specification Error Goldberger,Arthur,S
  4. Journal of the American Statistical Association v.58 Stepwise Multivariate Linear Regression Kabe,D.G.
  5. Matrix Algebra for Business and Economics Searle,S.R.;Hausman,W.H.
  6. Econometric Methods(2nd ed.) Johnston,J.