A standardized regression coefficient is created by transforming all variables in the model to have a mean of zero and a standard deviation of 1.0. This allows the standardized coefficients to be ...

A test for autocorrelated errors in the linear model is introduced and shown to have, in general, greater power than the Durbin and Watson test for high values of autocorrelation.

This is a preview. Log in through your library . Abstract The effects on the distribution of least-squares residuals of a series of model mis-specifications are considered. It is shown that for a ...

International Journal of Obesity - Response to ‘Regression to the mean, apparent data errors, and biologically extraordinary results’ ...