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.
|Title of host publication||Handbook of Computational Statistics - 2nd Edition|
|Editors||J.E. Gentle, W.K. Hardle, Y. Mori|
|Place of Publication||Heidelberg|
|Publication status||Published - 2012|