turn on suggestions

Auto-suggest helps you quickly narrow down your search results by suggesting possible matches as you type.

Showing results for

Find a Community

Topic Options

- RSS Feed
- Mark Topic as New
- Mark Topic as Read
- Float this Topic for Current User
- Bookmark
- Subscribe
- Printer Friendly Page

- Mark as New
- Bookmark
- Subscribe
- RSS Feed
- Permalink
- Email to a Friend
- Report Inappropriate Content

10-06-2014 09:15 AM

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

- Mark as New
- Bookmark
- Subscribe
- RSS Feed
- Permalink
- Email to a Friend
- Report Inappropriate Content

Posted in reply to Gabrielpo

10-06-2014 09:31 AM

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.

- Mark as New
- Bookmark
- Subscribe
- RSS Feed
- Permalink
- Email to a Friend
- Report Inappropriate Content

Posted in reply to Rick_SAS

10-06-2014 10:06 AM

Thanks