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The origins of fixed X regression

The origins of fixed X regression
The origins of fixed X regression
In 1922 R. A. Fisher introduced the fixed X regression model, synthesising the regression theory of Pearson and Yule with the least squares theory of Gauss. The innovation was based on Fisher's realisation that the distribution associated with the regression coefficient was unaffected by the distribution of X. Subsequently Fisher interpreted the fixed X assumption in terms of his notion of ancillarity. This paper considers these developments against the background of early twentieth century statistical theory
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University of Southampton
Aldrich, John
206ecaac-00de-46ff-98d7-0b87668859de
Aldrich, John
206ecaac-00de-46ff-98d7-0b87668859de

Aldrich, John (2000) The origins of fixed X regression (Discussion Papers in Economics and Econometrics, 6) Southampton, UK. University of Southampton 44pp.

Record type: Monograph (Discussion Paper)

Abstract

In 1922 R. A. Fisher introduced the fixed X regression model, synthesising the regression theory of Pearson and Yule with the least squares theory of Gauss. The innovation was based on Fisher's realisation that the distribution associated with the regression coefficient was unaffected by the distribution of X. Subsequently Fisher interpreted the fixed X assumption in terms of his notion of ancillarity. This paper considers these developments against the background of early twentieth century statistical theory

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Published date: 2000

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Local EPrints ID: 32909
URI: http://eprints.soton.ac.uk/id/eprint/32909
PURE UUID: 885376eb-7e38-4cd1-9fdf-2303edaa44f4

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Date deposited: 18 Jul 2006
Last modified: 15 Mar 2024 07:40

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Author: John Aldrich

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