The origins of fixed X regression

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


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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

Item Type: Monograph (Discussion Paper)
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Subjects: H Social Sciences > HB Economic Theory
H Social Sciences > HA Statistics
ePrint ID: 32909
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Date Deposited: 18 Jul 2006
Last Modified: 16 Apr 2017 22:18
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