Calculating the true level of predictors significance when carrying out the procedure of regression equation specification

The paper is devoted to a new randomization method that yields unbiased adjustments of p-values for linear regression models predictors by incorporating the number of potential explanatory variables, their variance-covariance matrix and its uncertainty, based on the number of observations. This adju...

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Bibliographic Details

Published in:	Статистика и экономика
Main Author:	Nikita A. Moiseev
Format:	Article
Language:	Russian
Published:	Plekhanov Russian University of Economics 2017-07-01
Subjects:	regression models p-value adjustment significance of predictors randomization method wishart distribution variance-covariance matrix cholesky decomposition
Online Access:	https://statecon.rea.ru/jour/article/view/1092