Article ID: | iaor2006394 |
Country: | Netherlands |
Volume: | 162 |
Issue: | 2 |
Start Page Number: | 433 |
End Page Number: | 441 |
Publication Date: | Apr 2005 |
Journal: | European Journal of Operational Research |
Authors: | Su Chao-Ton, Jea Rong, Lin Jin-Lung |
In this paper we investigate the time interval effect of multiple regression models in which some of the variables are additive and some are multiplicative. The effect on the partial regression and correlation coefficients is influenced by the selected time interval. We find that the partial regression and correlation coefficients between two additive variables approach one-period values as