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The Unscientific Incompleteness and Bias of Unidirectional Projections (= Regressions): A Questionnaire

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Author Info
Cornelis A Los

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Abstract

Why do statisticians (econometricians, economists, financial analysts, etc.) continue to incompletely identify the algebraic/geometric structure of the multi-variate data series they profess to analyze, and instead continue to publish the results of incomplete, prejudiced and biased unidirectional projections (= 'regressions') of such covariance structures? Such incomplete, prejudiced and biased representations cannot lead to scientific knowledge, as has been demonstrated already more than twenty years ago.

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Publisher Info
Paper provided by EconWPA in its series Econometrics with number 0410011.

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Length: 6 pages
Date of creation: 26 Oct 2004
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Handle: RePEc:wpa:wuwpem:0410011

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Related research
Keywords: system identification; noisy data; regression analysis; projection; incompleteness; prejudice; bias;

Find related papers by JEL classification:
C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General
C2 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables
C3 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables
C4 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics
C5 - Mathematical and Quantitative Methods - - Econometric Modeling
C8 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs

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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.:
  1. Cornelis A. Los, 1987. "Identification of a linear system from inexact data: a three variable example," Research Paper 8703, Federal Reserve Bank of New York.
  2. R.E. Kalman & C.A. Los, 1987. "The prejudices of least squares, principal components and common factor schemes," Research Paper 8701, Federal Reserve Bank of New York.
  3. Los, Cornelis A., 1999. "Galton's Error and the under-representation of systematic risk," Journal of Banking & Finance, Elsevier, vol. 23(12), pages 1793-1829, December. [Downloadable!] (restricted)
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Cited by:
(explanations, 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.)

  1. Cornelis Los, 2004. "Measuring the Degree of Efficiency of Financial Market," Finance 0411003, EconWPA. [Downloadable!]
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