On the significance level of the multirelation coefficient

On the significance level of the multirelation coefficient

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Article ID: iaor19982001
Country: New Zealand
Volume: 1
Issue: 2
Start Page Number: 119
End Page Number: 131
Publication Date: Jul 1997
Journal: Journal of Applied Mathematics & Decision Sciences
Authors: ,
Abstract:

The concept of the multirelation coefficient is defined to describe the closeness of a set of variables to a linear relation. This concept extends the linear correlation between two variables to two or more variables. Parameters of a beta distribution are determined that are utilized to approximate significance levels of the multirelation coefficient for any given number of observations and variables. A generalized Student t distribution is defined. This distribution, which is termed the multirelated t distribution, reduces to the Student t distribution for two variables. It is useful in the determination of the significance level of the multirelation coefficient.

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