A Sequential Learning Procedure for Estimating Coefficients in Linear Regression With Applications to Online Sales Examination

被引：0

作者：

Hu, Jun ^{[1
]}

Zhuang, Yan ^{[2
]}

Zhao, Shunan ^{[3
]}

机构：

[1] Oakland Univ, Dept Math & Stat, Rochester, MI 48309 USA

[2] Connecticut Coll, Dept Math & Stat, New London, CT USA

[3] Oakland Univ, Dept Econ, Rochester, MI USA

来源：

APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY | 2025年 / 41卷 / 03期

关键词：

linear regression; Monte Carlo simulations; online sales data; sample size determination; sequential learning; ASYMPTOTIC THEORY; ONE-SAMPLE; POINT;

D O I：

10.1002/asmb.2903

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

In this paper, we consider the problem of estimating coefficients in a linear regression model. We propose a sequential learning procedure to determine the sample size for achieving a given small estimation risk, under the widely used Gauss-Markov setup with independent normal errors. The procedure is proven to enjoy the second-order efficiency and risk-efficiency properties, which are validated through Monte Carlo simulation studies. Using e-commerce data, we implement the procedure to examine the influential factors of online sales.

引用

页数：10

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