On a generalization of a result of W. G. Cochran
成果类型：
Article
署名作者：
Cox, D. R.
署名单位：
University of Oxford
刊物名称：
BIOMETRIKA
ISSN/ISSBN：
0006-3444
DOI：
10.1093/biomet/asm046
发表日期：
2007
页码：
755759
关键词：
摘要：
A relationship due to W. G. Cochran showing the effect on least squares regression coefficients of marginalizing over or conditioning on an explanatory variable is generalized to quantile regression coefficients. The condition under which conditioning does not induce interaction or effect reversal is shown. Examples are given. The discussion is simplest when all variables are continuous; the extension to discrete variables is outlined.