A further result on the sign of restricted least-squares estimates

DOI10.1016/0304-4076(86)90041-2zbMath0596.62115OpenAlexW2061273868MaRDI QIDQ1078968

Ignazio Visco, Michael McAleer, Adrian R. Pagan

Publication date: 1986

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(86)90041-2

zbMATH Keywords

chi-squared statisticlinear regression modelfocus variablesign reversal

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Related Items (3)

Reversals of Least-Square Estimates and Model-Invariant Estimation for Directions of Unique Effects ⋮ Does Home Health Care Increase the Probability of 30-Day Hospital Readmissions? Interpreting Coefficient Sign Reversals, or Their Absence, in Binary Logistic Regression Analysis ⋮ Signs of impact effects in time series regression models

Cites Work

• A result on the sign of restricted least-squares estimates
• On obtaining the right sign of a coefficient estimate by omitting a variable from the regression

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