On sample size and precision in ordinary least squares
Abstract
An expression relating estimation precision in the classical linear model to the number of parameters k and the sample size n is illustrated. A rule of thumb for the sample size is suggested.
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The relatively small sample sizes within each modality constrained the use of ordinary least squares (OLS) regression or any other regression technique to derive confidence intervals.
“The relatively small sample sizes within each modality constrained the use of ordinary least squares (OLS) regression or any other regression technique to derive confidence intervals”
From The economic costs of substance abuse treatment: Updated estimates and cost bands for program assessment and reimbursement (2008) · cites this paper as Montenegro, 2001
Cites
Asymptotic theory and econometric practice
Koenker, R. W. (1988) · Journal of Applied Econometrics · doi:10.1002/jae.3950030205 · Cited by 37 · see citing works
Montgomery, D. B., & Morrison, D. G. (1973) · The Journal of Finance · doi:10.1111/j.1540-6261.1973.tb01423.x · Cited by 29 · see citing works
Identification and estimation of noninvertible non-Gaussian MA(q) processes
Ramsey, J. B., & Montenegro, Á. (1992) · Journal of Econometrics · doi:10.1016/0304-4076(92)90110-d · Cited by 9 · see citing works
A Note on Adjusting | mathrmR 2
Montgomery, D. B., & Morrison, D. G. (1973) · The Journal of Finance · doi:10.2307/2978351 · Cited by 8 · see citing works
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French, M. T., Popovici, I., & Tapsell, L. (2008) · Journal of Substance Abuse Treatment · doi:10.1016/j.jsat.2007.12.008 · Cited by 85 · see citing works
- Authors
- Montenegro, A.
- Corresponding author
- Montenegro, Alvaro
- ORCID
- Montenegro, Alvaro
- Venue
- Journal of Applied Statistics
- Publisher
- Informa UK Limited
- Published
- 2001-07
- Volume
- 28
- Issue
- 5
- Pages
- 603-605
- ISSN
- 0266-4763 (ISSN-L)
- 1360-0532
- OpenAlex
- W1980731538
- Cited by
- 16
- References
- 4
- Citations by year
- 2024: 2 · 2023: 1 · 2022: 2 · 2020: 1 · 2017: 1 · 2015: 1 · 2014: 2 · 2012: 1
- FWCI
- 0.00
- Type
- journal article
- Language
- en
- Open access
- closed
- Locations
- Journal of Applied Statistics (publishedVersion)
- RePEc: Research Papers in Economics (submittedVersion)
- Topics
- Physical Sciences › Mathematics › Statistics and Probability › Advanced Statistical Methods and Models
- Physical Sciences › Mathematics › Applied Mathematics › Statistical and numerical algorithms
- Physical Sciences › Mathematics › Statistics and Probability › Statistical Methods and Applications
- Keywords
- sample size, estimation precision, ordinary least squares, number of parameters, rules of thumb
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