Generating different data sets for linear regression models with the same estimates.


Book: 
Proceedings of the Seventh International Conference On Teaching Statistics (ICOTS-7), Salvador, Brazil.
Authors: 
Zocchi, S. S., & Manly, B. F. J.
Editors: 
Rossman, A., & Chance, B.
Category: 
Year: 
2006
Publisher: 
Voorburg, The Netherlands: International Statistical Institute.
URL: 
http://www.stat.auckland.ac.nz/~iase/publications/17/C108.pdf
Abstract: 

For teaching purposes it is sometimes useful to be able to provide the students in a class with different sets of regression data which, nevertheless give exactly the same estimated regression functions. In this paper we describe a method showing how this can be done, with a simple example. We also note that the method can be generalized for situations where the regression errors are not independently distributed with a constant covariance matrix.

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