On relationship between coefficients of the different dimensions linear regression models

Details On relationship between coefficients of the different dimensions linear regression models On relationship between coefficients of the different dimensions linear regression models

2011-09-14

arxiv.org/abs/1109.3042v1

Mathematics

Statistics Theory

13 pages, in Russian

Scientific paper

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.

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