Calculating the true level of predictors significance when carrying out the procedure of regression equation specification
The paper is devoted to a new randomization method that yields unbiased adjustments of p-values for linear regression models predictors by incorporating the number of potential explanatory variables, their variance-covariance matrix and its uncertainty, based on the number of observations. This adju...
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| Format: | Article |
| Language: | Russian |
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Plekhanov Russian University of Economics
2017-07-01
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| Series: | Statistika i Èkonomika |
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| Online Access: | https://statecon.rea.ru/jour/article/view/1092 |