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(Non) Linear Regression Modeling

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  • Čížek, Pavel

Abstract

We will study causal relationships of a known form between random variables. Given a model, we distinguish one or more dependent (endogenous) variables Y = (Y1, . . . , Yl), l ∈ N, which are explained by a model, and independent (exogenous, explanatory) variables X = (X1, . . . ,Xp), p ∈ N, which explain or predict the dependent variables by means of the model. Such relationships and models are commonly referred to as regression models.

Suggested Citation

  • Čížek, Pavel, 2004. "(Non) Linear Regression Modeling," Papers 2004,11, Humboldt University of Berlin, Center for Applied Statistics and Economics (CASE).
    • Handle: RePEc:zbw:caseps:200411
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