info:eu-repo/semantics/conferenceProceedings
ESTIMATION PRECISION OF MULTIPLE REGRESSION BY RESPONSE VARIABLE DECOMPOSITION
Autor
Pedro Pérez Villanueva
Resumen
Since in multiple linear regression, the coefficient vector estimated by Ordinary Least Square (OLS) and Ridge Regression (RR) are only estimations of the complete effect that a set of explanatory variables has over a response variable, in this paper we propose a general standard process, composed of steps to perform the decomposition of a response variable that is needed to obtain, in separate form, the direct effect, correlation effect between any pair of variables, quadratic effect and so on, that a set of explanatory variable has an over response variable in multiple linear regression.