Hostname: page-component-cd9895bd7-q99xh Total loading time: 0 Render date: 2024-12-24T01:37:18.965Z Has data issue: false hasContentIssue false
  • English
  • Français

An Application of Pairwise Independence of Random Variables to Regression Analysis

Published online by Cambridge University Press:  20 November 2018

Ronald A. Schaufele
Ronald A. Schaufele*
Affiliation:
York University
Rights & Permissions [Opens in a new window]

Abstract

Core share and HTML view are not available for this content. However, as you have access to this content, a full PDF is available via the ‘Save PDF’ action button.

The exact probability of making an error at the first stage of a stepwise regression is found, both when the independent variables are fixed and when they are random. The probabilities differ in the two cases because the random variables involved are pairwise independent but not jointly independent.

Type
Research Article
Information
Canadian Mathematical Bulletin , Volume 18 , Issue 3 , August 1975 , pp. 397 - 404
Copyright
Copyright © Canadian Mathematical Society 1975

References

1. Anderson, T. W., An introduction to multivariate statistical analysis, Wiley, 1958.Google Scholar
2. Cramer, Harald, Mathematical methods of statistics, Princeton University Press, 1946.Google Scholar
3. Draper, N. R., Guttman, I., and Kanemasu, A., The distribution of certain regression statistics y Biometrika, 1971, 58 295-298.Google Scholar
4. Draper, Norman and Smith, Harry, Applied regression analysis, Wiley, 1966.Google Scholar
5. Feller, W., An introduction to probability theory and its applications (2nd edition), Wiley, 1957.Google Scholar
6. Geisser, Seymour and Mantel, Nathan, Pairwise independence of jointly dependent variables, Ann. Math. Statist., 1965, 36 1313-17.Google Scholar