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Classroom Notes

Adding a parameter increases the variance of an estimated regression function

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Pages 515-523 | Received 25 Jul 2010, Published online: 04 Mar 2011

References

  • Montgomery , DC , Peck , EA and Vining , GG . 2001 . Introduction to Linear Regression Analysis, , 3rd , New York : John Wiley and Sons .
  • Grob , J . 2003 . Linear Regression, Lecture Notes in Statistics , Vol. 175 , Berlin : Springer Verlag .
  • Seber , GAF and Lee , AJ . 2003 . Linear Regression Analysis, , second , Hoboken , NJ : John Wiley and Sons .
  • Weisberg , S . 2005 . Applied Linear Regression, , 3rd , Hoboken , NJ : John Wiley and Sons .
  • Yan , X and Su , XG . 2009 . Linear Regression Analysis: Theory and Computing , Hackensack , NJ : World Scientific Publishing Company .

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