BookmarkSubscribeRSS Feed
Gabrielpo
Calcite | Level 5

I Am working on a multiple linear regression project for my econometrics class and I was asked by my professor to find any difference in the coefficients using different models (log). My professor wants to make up a mathematical formula for a derivative where the dependent variable is differentiable with respect to one of the independent variables using the means for each model. Any hints about how can I tackle this question?

thanks

2 REPLIES 2
Rick_SAS
SAS Super FREQ

If you assume that

Y = b0 + b1*x1 + b2*x2 + ... + bn*xn + epsilon

then the mean model is just

Y = b0 + b1*x1 + b2*x2 + ... + bn*xn

Then

dY/dx1 = b1

dY/dx2 = b2

...

dY/dxn = bn

In other words, the regression coefficients ARE the partial derivatives of Y w.r.t. the independent variables.

Gabrielpo
Calcite | Level 5

Thanks 

sas-innovate-white.png

Missed SAS Innovate in Orlando?

Catch the best of SAS Innovate 2025 — anytime, anywhere. Stream powerful keynotes, real-world demos, and game-changing insights from the world’s leading data and AI minds.

 

Register now

From The DO Loop
Want more? Visit our blog for more articles like these.
Discussion stats
  • 2 replies
  • 1341 views
  • 1 like
  • 2 in conversation