We found a match
Your institution may have rights to this item. Sign in to continue.
- Title
DIMENSIONAL ANALYSIS AND THE INTERPRETATION OF REGRESSION COEFFICIENTS.
- Authors
Johnson, Craig G.
- Abstract
One of the most vexing areas of business finance is empirical validation of theory. Many problems arise that the investigator cannot avoid. The purpose of this paper is to define a class of problems that can be avoided but that have caused many previous investigators difficulty, even though they may not have realized it. In what follows, the concept of dimensional analysis, borrowed from the physical sciences, is introduced. Then dimensional analysis is extended to the interpretation of estimated regression coefficients.
- Subjects
BUSINESS finance; CONSISTENCY requirements (Accounting); REGRESSION analysis; MATHEMATICAL models of finance; DIMENSIONAL analysis; PROBLEM solving
- Publication
Journal of Financial & Quantitative Analysis, 1972, Vol 7, Issue 1, p1399
- ISSN
0022-1090
- Publication type
Article
- DOI
10.2307/2330071