Timeline for What are the differences between stochastic and fixed regressors in linear regression model?
Current License: CC BY-SA 4.0
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| Nov 8, 2023 at 13:53 | history | edited | markowitz | CC BY-SA 4.0 |
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| Nov 30, 2020 at 23:37 | comment | added | kjetil b halvorsen♦ | The very interesting paper The Conspiracy of Random Predictors and Model Violations against Classical Inference in Regression by A. Buja et.al. talks about the parallel universes of econometrics and mathematical statistics and is a very interesting read , in this context. | |
| Nov 30, 2020 at 18:46 | comment | added | markowitz | But I never said that in CV is sustained that regression is not a procedure to estimate a conditional distribution. I said that “in general” is not clear what regression is, and I give an authoritative example too. Moreover the question per se come from this problem. Not only, I learned something in CV and I give my contribution too for clarifying this point. | |
| Nov 30, 2020 at 17:55 | comment | added | whuber♦ | You leave the reader with the impression that we have not been successful or correct at characterizing regression here on CV. A search on the keywords regression conditional should disabuse anyone of that notion: it turns up thousands of posts, many of which are very clear that regression is a procedure to estimate a conditional distribution. | |
| Nov 30, 2020 at 17:17 | history | answered | markowitz | CC BY-SA 4.0 |