ON TESTING THE EQUALITY OF K MULTIPLE AND PARTIAL CORRELATION COEFFICIENTS

作     者：A. K. Gupta Bowling Green State University, USA D. G. Kabe Sf. Mary’s University, USA 

作者机构：Bowling Green State University USA St. Mary's University USA 

出 版 物：《Acta Mathematica Scientia》 (数学物理学报（B辑英文版）)

年 卷 期：2001年第21卷第2期

页      面：221-223页

核心收录：

学科分类：02[经济学] 0202[经济学-应用经济学] 020208[经济学-统计学] 07[理学] 0714[理学-统计学（可授理学、经济学学位）] 070103[理学-概率论与数理统计] 0701[理学-数学] 

主　　题：Normal populations multiple correlation coefficients equality testing like-lihood ratio test moments 

摘      要：Coutsourides (1980) derives an ad hoc nuisance parameter removal test for testing the equality of two multiple correlation coefficients of two independent p variate normal populations, under the assumption that a sample of size n is available from each population. He also extends his ad hoc nuisance parameter removal test to the testing of the equality of two multiple correlation matrices. This paper presents likelihood ratio tests for testing the equality of k multiple correlation coefficients, and also k partial correlation coefficients.