Advanced Search
MyIDEAS: Login

On sample size and precision in ordinary least squares

Contents:

Author Info

  • Alvaro Montenegro

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.

Download Info

If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
File URL: http://www.tandfonline.com/doi/abs/10.1080/02664760120047933
Download Restriction: Access to full text is restricted to subscribers.

As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.

Bibliographic Info

Article provided by Taylor & Francis Journals in its journal Journal of Applied Statistics.

Volume (Year): 28 (2001)
Issue (Month): 5 ()
Pages: 603-605

as in new window
Handle: RePEc:taf:japsta:v:28:y:2001:i:5:p:603-605

Contact details of provider:
Web page: http://www.tandfonline.com/CJAS20

Order Information:
Web: http://www.tandfonline.com/pricing/journal/CJAS20

Related research

Keywords:

References

References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
as in new window
  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.
  2. 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.
  3. Koenker, Roger, 1988. "Asymptotic Theory and Econometric Practice," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 3(2), pages 139-47, April.
  4. Peter Kennedy, 2003. "A Guide to Econometrics, 5th Edition," MIT Press Books, The MIT Press, edition 5, volume 1, number 026261183x, December.
Full references (including those not matched with items on IDEAS)

Citations

Lists

This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

Statistics

Access and download statistics

Corrections

When requesting a correction, please mention this item's handle: RePEc:taf:japsta:v:28:y:2001:i:5:p:603-605. See general information about how to correct material in RePEc.

For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Michael McNulty).

If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

If references are entirely missing, you can add them using this form.

If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

Please note that corrections may take a couple of weeks to filter through the various RePEc services.