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A Regression Assessment Statistic

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  • J. R. Scott

Abstract

A statistic which assists in making decisions about modifications to multiple regression equations is defined and discussed. Examples of its use are given. The statistic has an upper bound of +1·0 and probably a lower one of ‐0·33. It is concluded that modifications are necessary if it exceeds +0·80 and rarely unnecessary if it exceeds +0·33, irrespective of the inferences drawn from individual t values. These latter may be assessed in classical fashion if the statistic is less than +0·33.

Suggested Citation

  • J. R. Scott, 1975. "A Regression Assessment Statistic," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 24(1), pages 42-45, March.
    • Handle: RePEc:bla:jorssc:v:24:y:1975:i:1:p:42-45
    DOI: 10.2307/2346703
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