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The Use of Rank Transformation and Multiple Regression Analysis in Estimating Residential Property Values With A Small Sample

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Author Info
Timothy P. Cronan () (Computer Information Systems & Quantitative Analysis University of Arkansas Fayetteville, Arkansas 72701)
Donald R. Epley (Department of Economics, Finance and Legal Studies Mississippi State University Mississippi State, Mississippi 39762)
Larry G. Perry () (Department of Finance University of Arkansas Fayetteville, Arkansas 72701)
Abstract

Conventional multiple regression analysis which has been used in estimating residential property values typically relies upon cardinal data. This paper argues that appraisal theory requires the appraiser to rank the comparables from best to worst and use a regression technique which can be applied to ordinal data. The rank regression procedure illustrated here was successfully used on small sample sizes, and did not violate the critical assumptions underlying conventional multiple regression. The results indicate that the rank regression technique illustrated here is more theoretically correct than conventional multiple regression and produces a better model with more accurate price estimates.

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File URL: http://aux.zicklin.baruch.cuny.edu/jrer/papers/pdf/past/vol01n01/v01p019.pdf
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Publisher Info
Article provided by American Real Estate Society in its journal Journal of Real Estate Research.

Volume (Year): 1 (1986)
Issue (Month): 1 ()
Pages: 19-31
Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Handle: RePEc:jre:issued:v:1:n:1:1986:p:19-31

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Postal: American Real Estate Society Clemson University School of Business & Behavioral Science Department of Finance 401 Sirrine Hall Clemson, SC 29634-1323
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Postal: Diane Quarles American Real Estate Society Manager of Member Services Clemson University Box 341323 Clemson, SC 29634-1323
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Find related papers by JEL classification:
L85 - Industrial Organization - - Industry Studies: Services - - - Real Estate Services

References listed on IDEAS
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  1. Peter F. Colwell & Roger E. Cannaday & Chunchi Wu, 1983. "The Analytical Foundations of Adjustment Grid Methods," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 11(1), pages 11-29. [Downloadable!] (restricted)
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  1. Han Bin Kang & Alan K. Reichert, 1987. "An Evaluation of Alternative Estimation Techniques and Functional Forms in Developing Statistical Appraisal Models," Journal of Real Estate Research, American Real Estate Society, vol. 2(1), pages 1-29. [Downloadable!]
  2. George H. Lentz & Ko Wang, 1998. "Residential Appraisal and the Lending Process: A Survey of Issues," Journal of Real Estate Research, American Real Estate Society, vol. 15(1), pages 11-40. [Downloadable!]
  3. Mark J. Kroll & Charles A. Smith, 1988. "The Buyer's Response Technique - A Framework for Improving Comparable Selection and Adjustment in Single-Family Appraising," Journal of Real Estate Research, American Real Estate Society, vol. 3(1), pages 27-35. [Downloadable!]
  4. Joseph B. Lipscomb & J. Brian Gray, 1990. "An Empirical Investigation of Four Market-Derived Adjustment Methods," Journal of Real Estate Research, American Real Estate Society, vol. 5(1), pages 53-66. [Downloadable!]
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