Journal of Applied Mathematics and Decision Sciences
Volume 1 (1997), Issue 2, Pages 119-130
doi:10.1155/S1173912697000114
On the significance level of the multirelation coefficient
Department of Management Science/Information Systems, California State University-Fullerton, Fullerton 92834, CA, USA
Copyright © 1997 Roger Dear and Zvi Drezner. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
Abstract
The concept of the multirelation coefficient is defined to describe the closeness of a set of variables to a linear relation. This concept extends the linear correlation between two variables to two or more variables. Parameters of a beta distribution are determined that are utilized to approximate significance levels of the multirelation coefficient for any given number of observations and variables. A generalized Student t distribution is defined. This distribution, which is termed the multirelated t distribution, reduces to the Student t distribution for two variables. It is useful in the determination of the significance level of the multirelation coefficient.