A non-inferiority test for R-squared with random regressors
Methodology
2020-02-24 v2
Abstract
Determining the lack of association between an outcome variable and a number of different explanatory variables is frequently necessary in order to disregard a proposed model. This paper proposes a non-inferiority test for the coefficient of determination (or squared multiple correlation coefficient), R-squared, in a linear regression analysis with random predictors. The test is derived from inverting a one-sided confidence interval based on a scaled central F distribution.
Cite
@article{arxiv.2002.08476,
title = {A non-inferiority test for R-squared with random regressors},
author = {Harlan Campbell},
journal= {arXiv preprint arXiv:2002.08476},
year = {2020}
}
Comments
14 pages, 2 figures