论文标题

与随机回归器的R平方的非效率测试

A non-inferiority test for R-squared with random regressors

论文作者

Campbell, Harlan

论文摘要

为了忽略提议的模型,通常需要确定结果变量与许多不同的解释变量之间缺乏关联。本文在带有随机预测指标的线性回归分析中提出了针对测定系数(或平方多重相关系数)的非效率测试。该测试来自基于缩放中央F分布的单方面置信区间的反转。

Determining the lack of association between an outcome variable and a number of different explanatory variables is frequently necessary in order to disregard a proposed model. This paper proposes a non-inferiority test for the coefficient of determination (or squared multiple correlation coefficient), R-squared, in a linear regression analysis with random predictors. The test is derived from inverting a one-sided confidence interval based on a scaled central F distribution.

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