Multiple Regression with a Single Dependent Variable

Hubert Gatignon ()
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Hubert Gatignon: INSEAD, The Business School for the World

Chapter Chapter 5 in Statistical Analysis of Management Data, 2010, pp 123-149 from Springer

Abstract: Abstract This chapter covers the principles which are basic to understanding properly the issues involved in the analysis of management data. This chapter cannot constitute the depth which goes into a specialized econometric book. It is however designed to provide the elements of econometric theory essential for a researcher to develop and evaluate regression models. Multiple regression is not a multivariate technique in a strict sense in that a single variable is the focus of the analysis: a single dependent variable. Nevertheless, the multivariate normal distribution is involved in the distribution of the error term, which, combined with the fact that there are multiple independent or predictor variables, leads to considering simple multiple regression within the domain of multivariate data analysis techniques.

Keywords: Maximum Likelihood Estimator; Market Research; Unrestricted Model; Error Component Model; Single Dependent Variable (search for similar items in EconPapers)
Date: 2010
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-1-4419-1270-1_5

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DOI: 10.1007/978-1-4419-1270-1_5

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