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An Application of Pairwise Independence of Random Variables to Regression Analysis

Published online by Cambridge University Press:  20 November 2018

Ronald A. Schaufele
Ronald A. Schaufele*
Affiliation:
York University
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Abstract

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The exact probability of making an error at the first stage of a stepwise regression is found, both when the independent variables are fixed and when they are random. The probabilities differ in the two cases because the random variables involved are pairwise independent but not jointly independent.

Type
Research Article
Information
Canadian Mathematical Bulletin , Volume 18 , Issue 3 , August 1975 , pp. 397 - 404
Copyright
Copyright © Canadian Mathematical Society 1975

References

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