Accession Number : AD0694364

Title :   THE RELATIONSHIP OF CORRECTED R SQUARED AND INCREMENTAL T-STATISTICS,

Corporate Author : RAND CORP SANTA MONICA CALIF

Personal Author(s) : Newhouse,Joseph P.

Report Date : OCT 1969

Pagination or Media Count : 5

Abstract : The purpose of this note is to prove a result, which, although known in oral traditions, is not demonstrated in the econometric literature so far as the author knows. The result is that the addition of a variable in a stepwise linear regression raises, leaves unchanged, or lowers the corrected R squared as the incremental t-statistic is greater than, equal to, or less than one. (Author)

Descriptors :   (*ECONOMICS, *REGRESSION ANALYSIS), ANALYSIS OF VARIANCE, CORRELATION TECHNIQUES, INEQUALITIES

Subject Categories : Economics and Cost Analysis
      Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE