Direct regression, reverse regression, and covariance structure analysis
نویسندگان
چکیده
منابع مشابه
Direct Regression, Reverse Regression, and Covariance Structure Analysis
This paper discusses the issues in estimating the effects of marketing variables with linear models. When the variables are not directly observable, it is well known that direct regression yields biased estimates. Several researchers have recently suggested reverse regression as an alternative procedure. However, it is shown that the reverse regression approach also fails to provide unbiased es...
متن کاملReverse Regression and Orthogonal Regression in Employment Discrimination Analysis
In a recent review article, White and Piette provide an overview of the use of reverse regressions in discrimination-related litigation. They explain the technique, provide a model application, summarize its advantages and disadvantages, and identify litigation in which it has been used. We point out weaknesses in common uses of reverse regression, some of which might cause serious misinterpret...
متن کاملBayesian nonparametric covariance regression
Capturing predictor-dependent correlations amongst the elements of a multivariate response vector is fundamental to numerous applied domains, including neuroscience, epidemiology, and finance. Although there is a rich literature on methods for allowing the variance in a univariate regression model to vary with predictors, relatively little has been done in the multivariate case. As a motivating...
متن کاملA Covariance Regression Model
Classical regression analysis relates the expectation of a response variable to a linear combination of explanatory variables. In this article, we propose a covariance regression model that parameterizes the covariance matrix of a multivariate response vector as a parsimonious quadratic function of explanatory variables. The approach can be seen as analogous to the mean regression model, and ha...
متن کاملLocally adaptive Bayesian covariance regression
Multivariate time series data arise in many applied domains, and it is often crucial to obtain a good characterization of how the covariance among the different variables changes over time. Certainly this is the case in financial applications in which covariance can change dramatically during times of financial crisis, revealing different associations among assets and countries than occur in a ...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Marketing Letters
سال: 1991
ISSN: 0923-0645,1573-059X
DOI: 10.1007/bf00554134