USING DUMMY VARIABLES TO CHECK FOR ROUNDING ERROR IN COMPUTERIZED REGRESSION PROGRAMS*
Gary M. Mullet, David L. Morgan · Decision Sciences · 1976
ABSTRACT After a brief review of the role of dummy variables in regression analysis and the current state‐of‐the art in rounding/truncation error detection in computerized least squares programs, this paper presents a theorem that can be used to detect this type of error whenever an analyst is running a regression program that has one (or more) dummy variables as independent variables.