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Research Article Open access CC BY 4.0

Relationships between Linear Statistical Models

Vladimir G. Panov, Anatoly N. Varaksin

Journal of Advances in Mathematics and Computer Science · pp. 1–18 · Published 15 Sep 2015

10.9734/BJMCS/2015/20493

Abstract

To study the relationship between the linear statistical models we used methods of linear algebra, Hilbert spaces and statistics. It was found that there is a linear relationship between linear statistical models which is expressed by a matrix equality. Several corollaries are derived and discussed, and a new interpretation is proposed for the parameters of linear statistical model. The given relation between the linear statistical models may be useful for both theoretical analysis of statistical models and interpretation of applied statistical models, in particular, to analyze the impact of confounders.

Linear statistical model dependency matrix equality interpretation of linear model parameters Cochran's multivariate formula.

Cited by 2

Exploring two periods of monetary policy in Russia by regression models

A. P. Rylova, A. N. Varaksin · AIP Conference Proceedings · 2019

DEPENDENCIES AMONG LINEAR STATISTICAL MODELS OF DIFFERENT DIMENSIONS

Vladimir Grigorievich Panov · Themed collection of papers from Foreign International Scientific Conference «Trends in the development of science and Global challenges» Ьу НNRI «National development» in cooperation with AFP. April 2023. - Managua (Nicaragua) · 2023

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