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A Review Of Student Test Properties In Condition Of Multifactorial Linear Regression

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Author Info
Pavelescu, Florin Marius () (The Institute of National Economy, Romanian Academy)

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Abstract

Having in view previous contributions of the author related to the impact of collinearity on the estimated values of parameters of multifactorial linear regressions, in this paper the correlation between Student and Fisher test is emphasized and a correction of the standard computation of the Student test is proposed, in order to increase the respective test relevance and to detect the occurrence of “statistical illusions” determined by collinearity. Also, the impact of adding a new explanatory variable in the linear regression equation is analyzed and the conditions in which such a step is efficient are determined.

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File URL: http://www.ipe.ro/rjef/rjef1_09/rjef1_09_5.pdf
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Publisher Info
Article provided by Institute for Economic Forecasting in its journal Romanian Journal for Economic Forecasting.

Volume (Year): 6 (2009)
Issue (Month): 1 (March)
Pages: 63-75
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Handle: RePEc:rjr:romjef:v:6:y:2009:i:1:p:63-75

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Related research
Keywords: Correlation between Fisher test and Student test computed values; Coefficient of alignment to collinearity hazard; Corrected Sudent Test; Interdependence between adjusted coefficient of determination and corrected Sudent Test; Anticollinearity;

Find related papers by JEL classification:
C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation and Testing

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This page was last updated on 2009-11-17.

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