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From | Yuval Arbel <yuval.arbel@gmail.com> |
To | statalist <statalist@hsphsun2.harvard.edu> |
Subject | Re: st: about residuals and coefficients |
Date | Thu, 5 Sep 2013 09:14:41 +0300 |
David, I believe I saw Yule (1907) mentioned in Johnston and Dinardo's textbook (Econometric Methods). The context was spurious correlation: they gave examples of cases where you get very high R-Squared in spite of the lack of plausible connection between variables (e.g., a time series of number of marriage in the church of England and death rates in England) On Thu, Sep 5, 2013 at 6:24 AM, David Hoaglin <dchoaglin@gmail.com> wrote: > The article by Filoso performs a valuable service by calling attention > to the "Frisch-Waugh-Lovell theorem." I wish more people, especially > authors of textbooks, were aware of that property of regression. > > I do not understand, though, why that result should be called a > theorem or why it should be attributed to Frisch, Waugh, and Lovell. > A 1907 paper by Yule contains a more-general result. > > David Hoaglin > > G. Udny Yule (1907). On the theory of correlation for any number of > variables, treated by a new system of notation. Proceedings of the > Royal Society of London. Series A, Containing Papers of a Mathematical > and Physical Character. 79:182-193. > > On Tue, Sep 3, 2013 at 10:32 PM, Daljit Dhadwal <ddhadwal@gmail.com> wrote: >> Another Stata command/article that may be helpful to you in >> understanding/explaining the coefficients in the multiple regression >> equation is the following: Regression anatomy, revealed by Valerio >> Filoso in the Stata Journal (Volume 13 Number 1: pp. 92-106). If you >> don’t have access to the Stata journal, there’s an older version of >> the article here: >> http://works.bepress.com/cgi/viewcontent.cgi?article=1010&context=valerio_filoso >> >> Information on the command is available through: ssc des reganat >> >> Daljit Dhadwal > > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/faqs/resources/statalist-faq/ > * http://www.ats.ucla.edu/stat/stata/ -- Dr. Yuval Arbel School of Business Carmel Academic Center 4 Shaar Palmer Street, Haifa 33031, Israel e-mail1: yuval.arbel@carmel.ac.il e-mail2: yuval.arbel@gmail.com You can access my latest paper on SSRN at: http://ssrn.com/abstract=2263398 You can access previous papers on SSRN at: http://ssrn.com/author=1313670 * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/