A Review Of Student Test Properties In Condition Of Multifactorial Linear Regression
AbstractHaving 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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Bibliographic InfoArticle provided by Institute for Economic Forecasting in its journal Romanian Journal for Economic Forecasting.
Volume (Year): 6 (2009)
Issue (Month): 1 (March)
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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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- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
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- 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.
- 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.
- 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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