Tests on multiple correlation coefficient and multiple partial correlation coefficient

Somesh Das Gupta

Journal of Multivariate Analysis, 1977, vol. 7, issue 1, 82-88

Abstract: Let X1(1 - 1), X2(1 - p2), and X3(1 - p3) be three sets of random variables distributed jointly as a normal distribution. Let [varrho]1.23 and [varrho]1.2 be the multiple correlation coefficients between X1 and (X2, X3) and between X1 and X2, respectively. Invariant tests for the following four testing problems are considered: [varrho]1.23 = 0 vs [varrho]1.23 > 0, [varrho]1.23 = 0, vs [varrho]1.23 > 0, [varrho]1.23 = [varrho]1.2 vs [varrho]1.23 > [varrho]1.2, [varrho]1.2 = 0 vs [varrho]1.2 > 0. The joint distribution of the sample multiple correlation coefficients R1.23 and R1.2 is derived.

Keywords: Multiple; correlation; multiple; partial; correlation; invariant; tests (search for similar items in EconPapers)
Date: 1977
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Citations: View citations in EconPapers (2)

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