Interpretation of Regressions with Multiple Proxies

Interpretation of Regressions with Multiple Proxies∗

We consider the situation in which there are multiple proxies for one unobserved explanatory variable in a linear regression and provide a procedure by which the coefficient of interest can be extracted “post hoc” from a multiple regression in which all the proxies are used simultaneously. This post hoc estimator is strictly superior in large samples to coefficients derived using any index or l...

Gini's Multiple Regressions Gini's Multiple Regressions

Two regression methods can be interpreted as based on Gini's mean difference (GMD). One relies on a weighted average of slopes defined between adjacent observations and the other is based on minimization of the GMD of the errors. The properties of the former approach are investigated in a multiple regression framework. These estimators have representations that resemble the OLS estimators, and ...

Salary : Issues in Multiple Regressions

Estimation of Soil Infiltration in Agricultural and Pasture Lands using Artificial Neural Networks and Multiple Regressions

Common methods to determine the soil infiltration need extensive time and are expensive. However, the existence of non-linear behaviors in soil infiltration makes it difficult to be modeled. With regards to the difficulties of direct measurement of soil infiltration, the use of indirect methods toestimate this parameter has received attention in recent years. Despite the existence of various th...

Multiple Regressions in Analysing House Price Variations

An application of rigorous statistical analysis in aiding investment decision making gains momentum in the United States of America as well as the United Kingdom. Nonetheless in Malaysia the responses from the local academician are rather slow and the rate is even slower as far as the practitioners are concern. This paper illustrates how Multiple Regression Analysis (MRA) and its extension, Hed...