Of the Analysis of Multiple Regression In T-Categories
Of the Analysis of Multiple Regression In T-Categories
This paper examines the formal procedures for testing the constancy of the entire set of coeffecients in a regression eguation.Then we are interested in asking if fi in eçuation Y = X P + U remains constant över T periods of time. Thus, the appropriate test statistic is provided for the null hypothesis. The distribution of the residuals and suhsampling in the general linear model is discussed.
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- Communications, Series A1:Mathematics and Statistics