Multiple Regression with a Single Dependent Variable

  • Hubert Gatignon


In this chapter we examine the principles that are basic to a proper understanding of the issues involved in the analysis of management data. The chapter cannot provide the depth of a specialized econometric book. It is, however, designed to provide the elements of econometric theory essential for a researcher to develop and evaluate regression models. Multiple regression is not a multivariate technique in the strictest sense because the focus of the analysis is a single dependent variable. Nevertheless, the multivariate normal distribution is involved in the distribution of the error term, which, combined with the fact that there are multiple independent or predictor variables, leads to considering simple multiple regression within the domain of multivariate data analysis techniques.


Maximum Likelihood Estimator Generalize Little Square Ordinary Little Square Estimator Unrestricted Model Good Linear Unbiased Estimator 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.


Basic Technical Readings

  1. Chow, G. C. (1960). Tests of equality between subsets of coefficients in two linear regression. Econometrica, 28, 591–605.CrossRefGoogle Scholar
  2. Fuller, W. A., & Battese, G. E. (1973). Transformation for estimation of linear models with nested error structure. Journal of the American Statistical Association, 68(343), 626–632.CrossRefGoogle Scholar
  3. Maddala, G. S. (1971). The use of variance component models in pooling cross section and time series data. Econometrica, 39(2), 341–358.CrossRefGoogle Scholar
  4. Mundlack, Y. (1978). On the pooling of time series and cross section data. Econometrica, 46, 69–85.CrossRefGoogle Scholar
  5. Nerlove, M. (1971). Further evidence on the estimation of dynamic economic relations from a time series of cross sections. Econometrica, 39(2), 359–382.CrossRefGoogle Scholar

Application Readings

  1. Bass, F. M., Cattin, P., & Wittink, D. R. (1978). Firm effects and industry effects in the analysis of market structure and profitability. Journal of Marketing Research, 15(1), 3–10.CrossRefGoogle Scholar
  2. Bass, F. M., & Leone, R. P. (1983). Temporal aggregation, the data interval bias, and empirical estimation of bimonthly relations from annual data. Management Science, 29(1), 1–11.CrossRefGoogle Scholar
  3. Bass, F. M., & Wittink, D. R. (1975). Pooling issues and methods in regression analysis with examples in marketing research. Journal of Marketing Research, 12(4), 414–425.CrossRefGoogle Scholar
  4. Bemmaor, A. C. (1984). Testing alternative econometric models on the existence of advertising threshold effect. Journal of Marketing Research, 21(3), 298–308.CrossRefGoogle Scholar
  5. Bowman, D., & Gatignon, H. (1996). Order of entry as a moderator of the effect of the marketing mix on market share. Marketing Science, 15(3), 222–242.CrossRefGoogle Scholar
  6. Gatignon, H. (1984). Competition as a moderator of the effect of advertising on sales. Journal of Marketing Research, 21(4), 387–398.CrossRefGoogle Scholar
  7. Gatignon, H., Eliashberg, J., & Robertson, T. S. (1989). Modeling multinational diffusion patterns: An efficient methodology. Marketing Science, 8(3), 231–247.CrossRefGoogle Scholar
  8. Gatignon, H., & Hanssens, D. M. (1987). Modeling marketing interactions with application to salesforce effectiveness. Journal of Marketing Research, 24(3), 247–257.CrossRefGoogle Scholar
  9. Gatignon, H., Robertson, T. S., & Fein, A. J. (1997). Incumbent defense strategies against new product entry. International Journal of Research in Marketing, 14(2), 163–176.CrossRefGoogle Scholar
  10. Gatignon, H., Weitz, B. A., & Bansal, P. (1989). Brand introduction strategies and competitive environments. Journal of Marketing Research, 27(4), 390–401.CrossRefGoogle Scholar
  11. Hatten, K. J., & Schendel, D. (1977). Heterogeneity within an industry: Firm conduct in the U.S. Brewing Industry, 1952–71. Strategic Management Journal, 26(2), 97–113.Google Scholar
  12. Jacobson, R., & Aaker, D. A. (1985, Fall). Is market share all that it’s cracked up to be? Journal of Marketing, 49, 11–22.CrossRefGoogle Scholar
  13. Johar, G. V., Jedidi, K., & Jacoby, J. (1997, September). A varying-parameter averaging model of on-line brand evaluations. Journal of Consumer Research, 24, 232–247.CrossRefGoogle Scholar
  14. Lambin, J.-J. (1970). Optimal allocation of competitive marketing efforts: An empirical study. Journal of Business, 43(4), 468–484.CrossRefGoogle Scholar
  15. Miller, C. E., Reardon, J., & McCorkle, D. E. (1999). The effects of competition on retail structure: An examination of intratype, intertype, and intercategory competition. Journal of Marketing, 63(4), 107–120.CrossRefGoogle Scholar
  16. Montgomery, D. B., & Silk, A. J. (1972). Estimating dynamic effects of market communications expenditures. Management Science, 18(10), B485–B501.CrossRefGoogle Scholar
  17. Naert, P., & Bultez, A. (1973, August). Logically consistent market share models. Journal of Marketing Research, 10, 334–340.CrossRefGoogle Scholar
  18. Parson, L. J. (1974). An econometric analysis of advertising, retail availability and sales of a new brand. Management Science, 20(6), 938–947.CrossRefGoogle Scholar
  19. Parson, L. J. (1975). The product life cycle and time varying advertising elasticities. Journal of Marketing Research, 12(3), 476–480.CrossRefGoogle Scholar
  20. Robinson, W. T. (1968). Marketing mix reactions to entry. Marketing Science, 7(4), 368–385.CrossRefGoogle Scholar
  21. Robinson, W. T. (1988). Sources of market pioneer advantages: The case of industrial goods industries. Journal of Marketing Research, 25(1), 87–94.CrossRefGoogle Scholar
  22. Robinson, W. T., & Fornell, C. (1985). Sources of market pioneer advantages in consumer goods industries. Journal of Marketing Research, 22(3), 305–317.CrossRefGoogle Scholar
  23. Steenkamp, J.-B. E. M., ter Hofstede, F., et al. (1999, April). A cross-national investigation into the individual and national cultural antecedents of consumer innovativeness. Journal of Marketing, 63, 55–69.CrossRefGoogle Scholar
  24. Urban, G. L., Carter, T., Gaskin, S., & Mucha, Z. (1986, June). Market share rewards to pioneering brands: An empirical analysis and strategic implications. Management Science, 32, 645–659.CrossRefGoogle Scholar

Copyright information

© Springer Science+Business Media New York 2014

Authors and Affiliations

  • Hubert Gatignon
    • 1
  1. 1.INSEADFontainebleau CedexFrance

Personalised recommendations