Back to Search
Start Over
A NOTE ON STUDENT'S t TEST IN MULTIPLE REGRESSION.
- 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