Please use this identifier to cite or link to this item:
https://ah.lib.nccu.edu.tw/handle/140.119/76958
DC Field | Value | Language |
---|---|---|
dc.contributor | 經濟系 | |
dc.creator | Jea, R.;Lin, Jin-Lung;Su, C.-T. | |
dc.creator | 林金龍 | zh_TW |
dc.date | 2005-04 | |
dc.date.accessioned | 2015-07-27T06:37:04Z | - |
dc.date.available | 2015-07-27T06:37:04Z | - |
dc.date.issued | 2015-07-27T06:37:04Z | - |
dc.identifier.uri | http://nccur.lib.nccu.edu.tw/handle/140.119/76958 | - |
dc.description.abstract | In this paper we investigate the time interval effect of multiple regression models in which some of the variables are additive and some are multiplicative. The effect on the partial regression and correlation coefficients is influenced by the selected time interval. We find that the partial regression and correlation coefficients between two additive variables approach one-period values as n increases. When one of the variables is multiplicative, they will approach zero in the limit. We also show that the decreasing speed of the n-period correlation coefficients between both multiplicative variables is faster than others, except that a one-period correlation has a higher positive value. The results of this paper can be widely applied in various fields where regression or correlation analyses are employed. © 2003 Elsevier B.V. All rights reserved. | |
dc.format.extent | 309237 bytes | - |
dc.format.mimetype | application/pdf | - |
dc.relation | European Journal of Operational Research, 162(2), 433-441 | |
dc.subject | Mathematical models; Parameter estimation; Set theory; Correlation coefficient; Partial regression coefficient; Time interval; Regression analysis | |
dc.title | Correlation and the time interval in multiple regression models | |
dc.type | article | en |
dc.identifier.doi | 10.1016/j.ejor.2003.07.020 | |
dc.doi.uri | http://dx.doi.org/10.1016/j.ejor.2003.07.020 | |
item.grantfulltext | restricted | - |
item.fulltext | With Fulltext | - |
item.openairecristype | http://purl.org/coar/resource_type/c_18cf | - |
item.openairetype | article | - |
item.cerifentitytype | Publications | - |
Appears in Collections: | 期刊論文 |
Files in This Item:
File | Description | Size | Format | |
---|---|---|---|---|
433-441.pdf | 301.99 kB | Adobe PDF2 | View/Open |
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.