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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)

Abstract

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.

Keywords

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.

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Copyright information

© Springer Science+Business Media Dordrecht 1992

Authors and Affiliations

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

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