Definitions
from Wiktionary, Creative Commons Attribution/Share-Alike License.
- noun That which
regresses , or causesregression
Etymologies
Sorry, no etymologies found.
Support
Help support Wordnik (and make this page ad-free) by adopting the word regressor.
Examples
-
I'll bet you a beer that you'd find a coefficient on the ln (beer tax) regressor that is less than zero at a statistically significant level.
-
He used seven variables at a time: 3 fixed regressors (life expectancy in 1960, primary school enrollment in 1960, and log GDP per capita in 1960), 3 rotating regressors, and the regressor that he's testing (plus a constant, of course).
IQ and Living Standards, Arnold Kling | EconLog | Library of Economics and Liberty 2009
-
The only non-trivial difference from their study and what I outlined is that I forgot to say to include income as a regressor, an unfortunate oversight by me.
-
Including more regressor variables makes the fit better, spurious correlation or not.
-
Well, anyway, the point he is making I guess, is that if regressor is subject to measurement errors, the LS solution will be biased towards zero.
-
Finally, the R2 of the regression of Y on the single regressor X is the square of the correlation coefficient between Y and X.
Archive 2007-03-01 Patrick J. Smith 2007
-
Including more regressor variables makes the fit better, spurious correlation or not.
-
Finally, the R2 of the regression of Y on the single regressor X is the square of the correlation coefficient between Y and X.
Better late than never Patrick J. Smith 2007
-
Referee #3 had no clue either about the nonsense regressor point.
-
IV estimation involves projecting the independent variables onto exogenous regressors that are asymptotically uncorrelated with the measurement error but asymptotically correlated with the regressor itself, then using the projection on the right hand side of the regression.
Comments
Log in or sign up to get involved in the conversation. It's quick and easy.