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Multiple Regression with a Single Dependent Variable

  • Hubert Gatignon
Chapter

Abstract

This chapter covers the principles which are basic to understanding properly the issues involved in the analysis of management data. This chapter cannot constitute the depth which goes into a specialized econometric book. It is however designed to provide the elements of econometric theory essential for a researcher to develop and evaluate regression models. Multiple regression is not a multivariate technique in a strict sense in that a single variable is the focus of the analysis: a single dependent variable. Nevertheless, the multivariate normal distribution is involved in the distribution of the error term, which, combined with the fact that there are multiple independent or predictor variables, leads to considering simple multiple regression within the domain of multivariate data analysis techniques.

Keywords

Maximum Likelihood Estimator Market Research Unrestricted Model Error Component Model Single Dependent Variable 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

Copyright information

© Springer Science+Business Media, LLC 2010

Authors and Affiliations

  1. 1.INSEAD, The Business School for the WorldFontainebleau CedexFrance

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