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On sample size and precision in ordinary least squares

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  • 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.

Suggested Citation

  • Alvaro Montenegro, 2001. "On sample size and precision in ordinary least squares," Journal of Applied Statistics, Taylor & Francis Journals, vol. 28(5), pages 603-605.
    • Handle: RePEc:taf:japsta:v:28:y:2001:i:5:p:603-605
    DOI: 10.1080/02664760120047933
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    References listed on IDEAS

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    1. Koenker, Roger, 1988. "Asymptotic Theory and Econometric Practice," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 3(2), pages 139-147, April.
    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.
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