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et.bs.ehu.es
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Definitions (301)
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Regressand
See dependent variable.
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Ols
See ordinary least squares.
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Adjusted R-Squared
A goodness-of-fit measure in multiple regression analysis that penalises additional explanatory variables by using a degrees of freedom adjustment in estimating the error variance.
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Alternative Hypothesis
The hypothesis against which the null hypothesis is tested.
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ALTERNATIVE HYPOTHESIS
The hypothesis against which the null hypothesis is tested.
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AR(l) Serial Correlation
The errors in a time series regression model follow an AR(l) model.
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ar(l) serial correlation
The errors in a time series regression model follow an AR(l) model.
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Attenuation Bias
Bias in an estimator that is always toward zero; thus, the expected value of an estimator with attenuation bias is less in magnitude than the absolute value of the parameter.
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attenuation bias
Bias in an estimator that is always toward zero; thus, the expected value of an estimator with attenuation bias is less in magnitude than the absolute value of the parameter.
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autocorrelation
See serial correlation.
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