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

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  • Pavelescu, Florin Marius

    ()
    (The Institute of National Economy, Romanian Academy)

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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Bibliographic 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;

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Cited by:
  1. Florin Marius Pavelescu, 2010. "An Extensive Study on the Disturbances Generated by Collinearity in a Linear Regression Model with Three Explanatory Variables," Romanian Journal of Economics, Institute of National Economy, vol. 31(2(40)), pages 65-93, December.
  2. Florin-Marius PAVELESCU, 2011. "Some aspects of the translog production function estimation," Romanian Journal of Economics, Institute of National Economy, vol. 32(1(41)), pages 131-150, June.
  3. Eisenstat, Eric, 2010. "A Comment on “A Review of Student Test Properties in Condition of Multifactorial Linear Regression”," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 53-73, September.

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