Prof. Dr. H. Hebbel
Empirische Wirtschaftsforschung und Datenverarbeitung


Louvain

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What happened?

Target Y2 has a large varianz. From time to time the re-estimation process changes the structure of the response surface completely. Minimal example: desirability of type $(-1,0,1,1,1), Y = -X^2 + \epsilon, \hat{Y} = \hat{\beta_0} + \hat{\beta_1} X+ \hat{\beta_2} X^2$

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Dipl.-Stat. Detlef Steuer
1999-10-04


E-Mail-Kontakt steuer@unibw-hamburg.de | Druckdatum: 01.06.2004 - 18:39:55