Journal of the Korean Statistical Society
- Volume 5 Issue 1
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- Pages.3-18
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- 1976
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- 1226-3192(pISSN)
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- 2005-2863(eISSN)
On Bivariate-t Significance Tests of Linear Regression Coefficients
線型回歸係數의 二變量 t 有意性 檢定
- Kim, Kang Kyun (Korea Institute of Science and Technology)
- 김강균 (한국과학기술연구소)
- Published : 1976.06.01
Abstract
To test simultaneous significance of more than two linear regression coefficients, we can consider multivariate-t tests with critical regions in t-space instead of F-tests where t-values are t-statistics of significance tests of one coefficient. In this paper bivariate-t distributions and bivariate-t tests of two coefficients such as maxmod, minmod, one-tailed maxmod and one-tailed minmod tests are studied. Through the calculation of powers of test, it is learned that in some cases bivariate-t test are more powerful than F-tests.
Keywords