X-Nico

3 unusual facts about Regression analysis


André-Michel Guerry

Statistical methods (correlation and regression) were still in their infancy, so Guerry relied on graphic comparisons of maps and semi-graphic tables.

Regression analysis

In various fields of application, different terminologies are used in place of dependent and independent variables.

Sensory neuroscience

One common way to find the receptive field is to use linear regression to find which stimulus characteristics typically caused neurons to become excited or depressed.


Difference in differences

Most papers that employ Difference-in-Differences estimation use many years of data and focus on serially correlated outcomes but ignore that the resulting standard errors are inconsistent, leading to serious over-estimation of t-statistics and significance levels.


see also

Jarque–Bera test

Around 1979, Anil Bera and Carlos Jarque while working on their dissertations on regression analysis, have applied the Lagrange multiplier principle to the Pearson family of distributions to test the normality of unobserved regression residuals and found that the JB test was asymptotically optimal (although the sample size needed to “reach” the asymptotic level was quite large).

OLS

Ordinary least squares, a method used in regression analysis for estimating linear models