A permutation version of the ANOVA test for a linear regression model with q explanatory variables might be based on the F test statistic. Its null permutation distribution might be obtained by permuting the vector of observed values of the dependent variable and keeping the columns of regressors fixed. As alternative, we propose a solution based on the combination of the partial permutation tests on the single regression coefficients.

Combined permutation tests for linear regression models

Stefano Bonnini
2017

Abstract

A permutation version of the ANOVA test for a linear regression model with q explanatory variables might be based on the F test statistic. Its null permutation distribution might be obtained by permuting the vector of observed values of the dependent variable and keeping the columns of regressors fixed. As alternative, we propose a solution based on the combination of the partial permutation tests on the single regression coefficients.
2017
978-9963-2227-4-2
Permutation test, Linear model, ANOVA, Combined permutation test
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11392/2484757
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