The geometrical interpretation of statistical tests in multivariate linear regression
Publikasjonsdetaljer
Tidsskrift : Statistical Papers , vol. 45 , p. 111–122 , 2004
Internasjonale standardnummer
:
Trykt
:
0932-5026
Elektronisk
:
1613-9798
Publikasjonstype : Vitenskapelig artikkel
Sak : 1
Lenker
:
DOI
:
doi.org/10.1007/BF02778273
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Kjetil Aune
Bibliotekleder
kjetil.aune@nofima.no
Sammendrag
A geometrical interpretation of the classical tests of the relation between two sets of variables is presented. One of the variable sets may be considered as fixed and then we have a multivariate regression model. When the Wilks' lambda distribution is viewed geometrically it is obvious that the two special cases, the F distribution and the Hotelling T-2 distribution are equivalent. From the geometrical perspective it is also obvious that the test statistic and the p-value are unchanged if the responses and the predictors are interchanged.