In article <9r4ao0$l07$[EMAIL PROTECTED]>, David B <[EMAIL PROTECTED]> wrote: >> There is certainly nothing wrong with using standard regression when >> an explanatory variable is randomly generated, from whatever sort of >> stochastic process you please, as long as the regression residuals are >> independent > >If the explanatory variable is generated by an integrated process, it won't >work, even if the error term is an iid process.
This is what I am disputing. What basis do you have for claiming that it won't work? And in what sense do you mean that "it won't work"? I suspect that you've encountered a claim that is somewhat like this in some reference book, and have mis-interpreted it. Radford Neal ---------------------------------------------------------------------------- Radford M. Neal [EMAIL PROTECTED] Dept. of Statistics and Dept. of Computer Science [EMAIL PROTECTED] University of Toronto http://www.cs.utoronto.ca/~radford ---------------------------------------------------------------------------- ================================================================= Instructions for joining and leaving this list and remarks about the problem of INAPPROPRIATE MESSAGES are available at http://jse.stat.ncsu.edu/ =================================================================
