A Note on Estimating Proportions by Linear Regression

Abstract

The estimation of the parameters of a linear regression model in which the dependent variable is a fraction or proportion frequently occurs in statistical analyses. An example of such an analysis has been performed by McCall in studying the movements of people into and/or out of various income classes over time. In the note the author shows that the estimated proportions sum to one and no constraint is needed on the proportions if the parameter estimates are BLUE. If the parameters are not, then a constraint can be constructed using Zellner's technique of Seemingly Unrelated Least Squares (SULS) to ensure that the estimated proportions sum to one.

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Document Details

Document Type
Technical Report
Publication Date
Oct 01, 1971
Accession Number
AD0742385

Entities

People

  • Alvin A. Cook Jr.

Organizations

  • RAND Corporation

Tags

DTIC Thesaurus Topics

  • Coefficients
  • Corporations
  • Covariance
  • Data Science
  • Equations
  • Information Science
  • Observation
  • Probability
  • Statistical Analysis
  • Transitions

Fields of Study

  • Mathematics

Readers

  • Regression Analysis.