Accession Number:

AD0694364

Title:

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

Descriptive Note:

Corporate Author:

RAND CORP SANTA MONICA CALIF

Personal Author(s):

• Newhouse,Joseph P.

Report Date:

1969-10-01

Pagination or Media Count:

5.0

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