Use of Hotelling's T2 Statistic in Testing the Significance of Individual Regressors in Multivariate Regression

Norma K. Cherrington and J. V. Smart

Journal of the Royal Statistical Society Series C, 1972, vol. 21, issue 1, 86-88

Abstract: Cochran and Bliss (1948) discussed the use of covariance variates (which were assumed to have no discriminating power in themselves) in increasing the amount of information provided by a discriminant function. In the theoretical section of their paper, Cochran and Bliss discussed the general case of p covariance variates and q discriminators, but the numerical example which they give is concerned with only one covariance variate, and they do not discuss the question of testing the significance of the regression of the vector of discriminators on individual regressors. The present note describes a procedure for carrying out such a test.

Date: 1972
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