Randomization tests for multiple regression |
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| Authors: | Peter E. Kennedy Brain S. Cade |
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| Affiliation: | 1. Department of Economics , Simon Fraser University , Burnaby, B.C., V5A 1S6, Canada;2. Midcontinent Ecological Science Center , National Biological Service , 4512 McMurray Ave., Fort Collins, CO 80525–3400 |
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| Abstract: | Four generic means of conducting randomization tests in the context of multiple regression are analysed. Based on their performance in traditional repeated samples, three of these are shown to be inappropriate or applicable only in special circumstances; their shortcomings are illustrated via Monte Carlo studies |
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| Keywords: | permutation tests distribution–free tests |
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