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On sample size and precision in ordinary least squares

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Author Info
Alvaro Montenegro

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Abstract

An expression relating estimation precision in the classical linear model to the number of parameters k and the sample size n is illustrated. A rule of thumb for the sample size is suggested.

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Publisher Info
Article provided by Taylor and Francis Journals in its journal Journal of Applied Statistics.

Volume (Year): 28 (2001)
Issue (Month): 5 (July)
Pages: 603-605
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Handle: RePEc:taf:japsta:v:28:y:2001:i:5:p:603-605

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  1. Montgomery, David B & Morrison, Donald G, 1973. "A Note on Adjusting R2," Journal of Finance, American Finance Association, vol. 28(4), pages 1009-13, September. [Downloadable!] (restricted)
  2. Koenker, Roger, 1988. "Asymptotic Theory and Econometric Practice," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 3(2), pages 139-47, April. [Downloadable!] (restricted)
  3. Ramsey, James B. & Montenegro, Alvaro, 1992. "Identification and estimation of noninvertible non-Gaussian MA(q) processes," Journal of Econometrics, Elsevier, vol. 54(1-3), pages 301-320. [Downloadable!] (restricted)
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This page was last updated on 2009-12-5.

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