Linear regression and its application to economics:
Gespeichert in:
1. Verfasser: | |
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Format: | Buch |
Sprache: | English Polish |
Veröffentlicht: |
Oxford u.a.
Pergamon Press
1963
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Schlagworte: | |
Online-Zugang: | Inhaltsverzeichnis |
Beschreibung: | Text engl. |
Beschreibung: | XII, 238 S. graph. Darst. |
Internformat
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Datensatz im Suchindex
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adam_text | CONTENTS
Introduction vii
1. Regression and correlation 1
1.1. General comments on regression and correlation ... 1
1.2. Two dimensional random variables 12
1.2.1. Definitions and symbols 12
1.2.2. Two dimensional discrete random variables ... 13
1.2.3. Two dimensional continuous random variables . . 18
1.2.4. Moments of a two dimensional variable 21
1.2.5. Regression I . . . . 25
1.2.6. Regression II 27
1.2.7. Linear regression 29
1.2.8. Correlation. Correlation ratio and correlation coeffi¬
cient 35
1.2.9. The two dimensional normal distribution 43
1.3. Non linear regression in i?2 49
2. The application of regression and correlation to economic
research 52
2.1. On the relation between economics and mathematics, on
statistics and econometrics 52
2.2. More important applications of regression and correlation
theory in economic research 55
2.2.1. Want curves 55
2.2.2. Income distribution curves 63
2.2.3. Demand curves 71
2.2.4. Cost curves 79
2.2.5. Time curves 88
2.2.6. Techno economic curves 94
3. Estimating linear regression parameters 98
3.1. General remarks about methods of estimating 98
3.2. Estimating linear regression parameters by the method of
least squares 100
3.2.1. The derivation of formulae. Examples 100
3.2.2. The technique of computing regression parameters in
a small and a large sample. Contingency table . . . 114
3.3. Estimating linear regression parameters by the two point
method 124
3.3.1. The derivation of formuiae 124
V
yi Linear regression
3.3.2. The technique of computing regression parameters
in a small and a large sample. Examples 128
3.3.3. The properties of estimates obtained by the two point
method 137
3.3.4. Comments on estimating the correlation coefficient
by the two point method 139
4. On testing certain statistical hypotheses 143
4.1. Two tests to verify the hypothesis that the distribution of the
general population Q is normal 143
4.1.1. The formulation of the problem 143
4.1.2. Testing hypothesis H by rotating the coordinate
system (method A) 145
4.1.3. Testing the hypothesis H by dividing the plane into
quadrants (method B) 153
4.2. Checking the hypothesis that the regression lines in general
population Q are straight lines 159
4.2.1. General comments 159
4.2.2. Testing hypothesis Hz. in a small sample by a run
test 160
4.2.3. Testing hypothesis Hl in a large sample by Fisher s
test 165
4.3. An analysis of the significance of regression parameters 166
4.4. An analysis of the significance of the correlation coefficient 176
5. The transformation of curvilinear into linear regression ... 180
6. The regression line and the trend 193
6.1. The definition of trend 193
6.2. Some tests for verifying hypothesis Ht 198
6.2.1. The run test 198
6.2.2. The x3 test 201
6.2.3. Pitman s test 202
6.3. The determination of trend ex post and ex ante .... 205
Appendix 213
List of symbols 223
Tables 229
Bibliography 235
|
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author | Hellwig, Zdzisław |
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illustrated | Illustrated |
indexdate | 2024-07-09T15:50:43Z |
institution | BVB |
language | English Polish |
oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-001823120 |
oclc_num | 1308601 |
open_access_boolean | |
owner | DE-384 DE-91G DE-BY-TUM DE-739 DE-355 DE-BY-UBR DE-945 DE-20 DE-19 DE-BY-UBM DE-83 DE-11 DE-N2 DE-188 |
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physical | XII, 238 S. graph. Darst. |
publishDate | 1963 |
publishDateSearch | 1963 |
publishDateSort | 1963 |
publisher | Pergamon Press |
record_format | marc |
spelling | Hellwig, Zdzisław Verfasser (DE-588)128152842 aut Linear regression and its application to economics by Zdzisław Hellwig Oxford u.a. Pergamon Press 1963 XII, 238 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Text engl. Economics, Mathematical Lineare Regression (DE-588)4167709-2 gnd rswk-swf Lineare Regression (DE-588)4167709-2 s DE-604 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=001823120&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
spellingShingle | Hellwig, Zdzisław Linear regression and its application to economics Economics, Mathematical Lineare Regression (DE-588)4167709-2 gnd |
subject_GND | (DE-588)4167709-2 |
title | Linear regression and its application to economics |
title_auth | Linear regression and its application to economics |
title_exact_search | Linear regression and its application to economics |
title_full | Linear regression and its application to economics by Zdzisław Hellwig |
title_fullStr | Linear regression and its application to economics by Zdzisław Hellwig |
title_full_unstemmed | Linear regression and its application to economics by Zdzisław Hellwig |
title_short | Linear regression and its application to economics |
title_sort | linear regression and its application to economics |
topic | Economics, Mathematical Lineare Regression (DE-588)4167709-2 gnd |
topic_facet | Economics, Mathematical Lineare Regression |
url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=001823120&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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