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Linear regression after selection |
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| Authors: | Arthur S Goldberger |
| Institution: | University of Wisconsin, Madison, WI 53706, USA |
| Abstract: | We study the effect, upon linear regression, of explicit selection on the dependent variable. If the explanatory variables are multinormally distributed along with the dependent variable, then the regression coefficient vector in the selected population is a scalar multiple of that in the original population. |
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