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政大機構典藏 > 社會科學學院 > 經濟學系 > 期刊論文 > Item 140.119/76958

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題名:	Correlation and the time interval in multiple regression models
作者:	Jea, R.;Lin, Jin-Lung;Su, C.-T. 林金龍
貢獻者:	經濟系
關鍵詞:	Mathematical models;Parameter estimation;Set theory;Correlation coefficient;Partial regression coefficient;Time interval;Regression analysis
日期:	2005-04
上傳時間:	2015-07-27 14:37:04 (UTC+8)
摘要:	In this paper we investigate the time interval effect of multiple regression models in which some of the variables are additive and some are multiplicative. The effect on the partial regression and correlation coefficients is influenced by the selected time interval. We find that the partial regression and correlation coefficients between two additive variables approach one-period values as n increases. When one of the variables is multiplicative, they will approach zero in the limit. We also show that the decreasing speed of the n-period correlation coefficients between both multiplicative variables is faster than others, except that a one-period correlation has a higher positive value. The results of this paper can be widely applied in various fields where regression or correlation analyses are employed. © 2003 Elsevier B.V. All rights reserved.
關聯:	European Journal of Operational Research, 162(2), 433-441
資料類型:	article
DOI 連結:	http://dx.doi.org/10.1016/j.ejor.2003.07.020
DOI:	10.1016/j.ejor.2003.07.020
顯示於類別:	[經濟學系] 期刊論文

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