A note on multivariate linear regression |
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| Authors: | Sascha Wörz Heinz Bernhardt |
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| Affiliation: | Technical University of Munich, Chair for Agricultural Systems Engineering, Freising, Germany |
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| Abstract: | In this note, a hypothesis test based on relevant statistical differences is proposed for multivariate linear regression models whose design matrix rank does not equal the number of regression variables. A statistical example is also provided to illustrate the proposed hypothesis test. |
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| Keywords: | Multivariate Linear Regression rank deficiency hypothesis test for coefficient estimates |
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