On sample size and precision in ordinary least squares
An expression relating estimation precision in the classical linear model to the number of parameters k and the sample size n is illustrated. A rule of thumb for the sample size is suggested.
Year of publication: |
2001
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Authors: | Montenegro, Alvaro |
Published in: |
Journal of Applied Statistics. - Taylor & Francis Journals, ISSN 0266-4763. - Vol. 28.2001, 5, p. 603-605
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Publisher: |
Taylor & Francis Journals |
Saved in:
Online Resource
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