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A Review Of Student Test Properties In Condition Of Multifactorial Linear Regression

Author

Listed:
  • Pavelescu, Florin Marius

    (The Institute of National Economy, Romanian Academy)

Abstract

Having in view previous contributions of the author related to the impact of collinearity on the estimated values of parameters of multifactorial linear regressions, in this paper the correlation between Student and Fisher test is emphasized and a correction of the standard computation of the Student test is proposed, in order to increase the respective test relevance and to detect the occurrence of “statistical illusions” determined by collinearity. Also, the impact of adding a new explanatory variable in the linear regression equation is analyzed and the conditions in which such a step is efficient are determined.

Suggested Citation

  • Pavelescu, Florin Marius, 2009. "A Review Of Student Test Properties In Condition Of Multifactorial Linear Regression," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 6(1), pages 63-75, March.
    • Handle: RePEc:rjr:romjef:v:6:y:2009:i:1:p:63-75
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    References listed on IDEAS

    as
    1. Pavelescu, Florin Marius, 2005. "Impact Of Collinearity On The Estimated Parameters And Classical Statistical Tests Values Of Multifactorial Linear Regressions In Conditions Of O.L.S," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 2(2), pages 50-71.
    2. Pavelescu, Florin Marius, 2004. "Features Of The Ordinary Least Square (Ols) Method. Implications For The Estimation Methodology," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 1(2), pages 85-101, May.
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    Citations

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    Cited by:

    1. Florin Marius Pavelescu, 2010. "An Extensive Study on the Disturbances Generated by Collinearity in a Linear Regression Model with Three Explanatory Variables," Romanian Journal of Economics, Institute of National Economy, vol. 31(2(40)), pages 65-93, December.
    2. Florin-Marius PAVELESCU, 2011. "Some aspects of the translog production function estimation," Romanian Journal of Economics, Institute of National Economy, vol. 32(1(41)), pages 131-150, June.
    3. Eisenstat, Eric, 2010. "A Comment on “A Review of Student Test Properties in Condition of Multifactorial Linear Regression”," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 53-73, September.
    4. Gertrude Sebunya Muwanga, 2017. "Estimation Of Cob-Douglas And Translog Production Functions With Capital And Gender Disaggregated Labor Inputs In The Usa," Journal of Smart Economic Growth, , vol. 2(3), pages 55-105, December.
    5. Florin-Marius PAVELESCU, 2015. "Modelling factors of Student test statistics dispersion in a multiple linear regression," Romanian Journal of Economics, Institute of National Economy, vol. 41(2(50)), pages 25-41, december.

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    More about this item

    Keywords

    Correlation between Fisher test and Student test computed values; Coefficient of alignment to collinearity hazard; Corrected Sudent Test; Interdependence between adjusted coefficient of determination and corrected Sudent Test; Anticollinearity;
    All these keywords.

    JEL classification:

    • C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
    • C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection

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