A Rank-Invariant Method of Linear and Polynomial Regression Analysis

  • Henri Theil
Part of the Advanced Studies in Theoretical and Applied Econometrics book series (ASTA, volume 23)


Regression analysis is usually carried out under the hypothesis that one of the variables is normally distributed with constant variance, its mean being a function of the other variables. This assumption is not always satisfied, and in most cases difficult to ascertain.


Confidence Region Continuous Distribution Function Complete Method Polynomial Regression Equation Royal Netherlands Academy 
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.


Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.


  1. Bartlett, M.S.: 1949, “Fitting a Straight Line when Both Variables are Subject to Error,” Biometrics, 5, 207–212.CrossRefGoogle Scholar
  2. Dantzig, D. van: 1947, Capita Selecta der Waarschijnlijkheidsrekening, caput II, (stenciled).Google Scholar
  3. Housner, G.W., and J.F. Brennan: 1948, “The Estimation of Linear Trends,” Annals of Mathematical Statistics, 19, 380–388.CrossRefGoogle Scholar
  4. Kendall, M.G.: 1947, The Advanced Theory of Statistics, London, 1, 3rd edition.Google Scholar
  5. Kendall, M.G.: 1948, Rank Correlation Methods, London.Google Scholar
  6. Nair, K.R., and K.S. Banerjee: 1942, “A Note on Fitting of Straight Lines if Both Variables are Subject to Error,” Sankhya, 6, 331.Google Scholar
  7. Nair, K.R., and M.P. Shrivastava: 1942, “On a Simple Method of Curve Fitting,” Sankhya, 6, 121–132.Google Scholar
  8. Wald, A.: 1940, “The Fitting of Straight Lines if Both Variables are Subject to Error,” Annals of Mathematical Statistics, 11, 284–300.CrossRefGoogle Scholar


  1. Bentzel, R., and H. Wold: 1946, “On Statistical Demand Analysis from the Viewpoint of Simultaneous Equations”, Skand. Aktuarietidskr., 29, 95–114.Google Scholar
  2. Girshick, M.A., and T. Haavelmo: 1947, “Statistical Analysis of the Demand for Food: Examples of Simultaneous Estimation of Structural Equations,” Econometrica, 15, 79–110.CrossRefGoogle Scholar
  3. Haavelmo, T.: 1943, “The Statistical Implications of a System of Simultaneous Equations,” Econometrica, 11, 1–12.CrossRefGoogle Scholar
  4. Haavelmo, T.: 1944, “The Probability Approach in Econometrics,” Econometrica, 12, suppl.Google Scholar
  5. Koopmans, T.: 1945, “Statistical Estimation of Simultaneous Economic Relations,” Journal of the Amer. Statist. Assoc, 40, 448–466.CrossRefGoogle Scholar
  6. Koopmans, T.: 1950, ed, Statistical Inference in Dynamic Economic Models, New York.Google Scholar
  7. Thompson, W.R.: 1936, “On Confidence Ranges for the Median and Other Expectation Distributions for Populations of Unknown Distribution Form,” Annals of Math. Statist., 7, 122–128.CrossRefGoogle Scholar

Copyright information

© Springer Science+Business Media Dordrecht 1992

Authors and Affiliations

  • Henri Theil
    • 1
  1. 1.Economic Research InstituteUniversity of AmsterdamAmsterdamThe Netherlands

Personalised recommendations