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A NOTE ON STUDENT'S t TEST IN MULTIPLE REGRESSION.

Authors :
Smith, V. Kerry
Source :
Journal of Financial & Quantitative Analysis; Jun71, Vol. 6 Issue 3, p1053-1056, 4p
Publication Year :
1971

Abstract

The article presents commentary and extensions to the dangers of multicollinearity in multiple regression equations by t tests initially asserted within the research of Bruce Cohen and Damodar Gujarati in their report "The Student's t Test in Multiple Regression Under Simple Collinearity," from the September 1970 issue. The particular faults within the mechanical t test specifications are emphasized and criticisms are given regarding a lack of diagnostic methods to detect the error.

Details

Language :
English
ISSN :
00221090
Volume :
6
Issue :
3
Database :
Complementary Index
Journal :
Journal of Financial & Quantitative Analysis
Publication Type :
Academic Journal
Accession number :
5722594
Full Text :
https://doi.org/10.2307/2329922