Abstract
Regression analysis is usually carried out under the hypothesis that one of the variables is normally distributed with constant variance, its mean being a function of the other variables. This assumption is not always satisfied, and in most cases difficult to ascertain.
This article first appeared in the Proceedings of the Royal Netherlands Academy of Sciences 53 (1950) Part I: 386-392, Part II: 521-525, Part III: 1397-1412. Reprinted here with the permission of the Royal Netherlands Academy of Arts and Sciences.
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© 1992 Springer Science+Business Media Dordrecht
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Theil, H. (1992). A Rank-Invariant Method of Linear and Polynomial Regression Analysis. In: Raj, B., Koerts, J. (eds) Henri Theil’s Contributions to Economics and Econometrics. Advanced Studies in Theoretical and Applied Econometrics, vol 23. Springer, Dordrecht. https://doi.org/10.1007/978-94-011-2546-8_20
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DOI: https://doi.org/10.1007/978-94-011-2546-8_20
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