A Note on the Role of Independence intStatistics Constructed From Linear Statistics in Regression Models
作者:
LynnRoy Lamotte,
期刊:
The American Statistician
(Taylor Available online 1994)
卷期:
Volume 48,
issue 3
页码: 238-240
ISSN:0003-1305
年代: 1994
DOI:10.1080/00031305.1994.10476065
出版商: Taylor & Francis Group
关键词: Nonorthogonality;Restricted least squares;Test statistics in regression
数据来源: Taylor
摘要:
Some Studentized linear estimates do not follow Student'stdistributions because the numerator and denominator are not independent. Recognized in residuals, the problem can occur in other contexts as well. A remedy is easily obtained by adding another predictor variable to the regression model that removes the shared degree of freedom.
点击下载:
PDF (362KB)
返 回