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A possible drawback of the ordinary correlation coefficient p for two real random variables X and Y is that zero … correlation does not imply independence. In this paper we introduce a new correlation coefficient p* which assumes values between …
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In a high dimensional linear regression model, we propose a new procedure for testing statistical significance of a subset of regression coefficients. Specifically, we employ the partial covariances between the response variable and the tested covariates to obtain a test statistic. The resulting...
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In simple least squares regression, formal choice of one of two candidate independent variables (IVs) may be done using a test due to Harold Hotelling. The null hypothesis is that each of the two candidate independent variables is equally correlated with the dependent. In this paper, Hotelling's...
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(over which the correlation integral is calculated) are specified. For these ε-ranges new critical values for various …
Persistent link: https://www.econbiz.de/10014061479
When considering multiple hypothesis tests simultaneously, standard statistical techniques will lead to over-rejection of null hypotheses unless the multiplicity of the testing framework is explicitly considered. In this paper we discuss the Romano-Wolf multiple hypothesis correction, and...
Persistent link: https://www.econbiz.de/10012147332
Researchers utilizing regression discontinuity design (RDD) commonly test for running variable (RV) manipulation around a cutoff, but incorrectly assert that insignificant manipulation test statistics are evidence of negligible manipulation. I introduce simple frequentist equivalence testing...
Persistent link: https://www.econbiz.de/10014584571