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A note on the robust interpretation of regression coefficients |
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| Authors: | M. Y. Wong D. R. Cox |
| Affiliation: | (1) Department of Mathematics, Hong Kong University of Science and Technology, Hong Kong;(2) Department of Statistics and Nuffield College, Oxford University, OX 1 1NF Oxford, United Kingdorn |
| Abstract: | It is known that ratios of regression coefficients have an interpretation more stable under model perturbation than regression coefficients themselves. This is explored in more detail for a special case of linear and log linear regression. |
| Keywords: | Least squares log normal distribution parameter of interest parameter stability |
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