Abstract
We will study causal relationships of a known form between random variables. Given a model, we distinguish one or more dependent (endogenous) variables Y = (Y1,…,Yl), l ∈ N, which are explained by a model, and independent (exogenous, explanatory) variables X = (X1,…,Xp),p ∈ N, which explain or predict the dependent variables by means of the model. Such relationships and models are commonly referred to as regression models.
| Original language | English |
|---|---|
| Title of host publication | Handbook of Computational Statistics - 2nd Edition |
| Editors | J.E. Gentle, W.K. Hardle, Y. Mori |
| Place of Publication | Heidelberg |
| Publisher | Springer Verlag |
| Pages | 645-680 |
| ISBN (Print) | 9783642215 |
| Publication status | Published - 2012 |