THE RELATION BETWEEN REGRESSION COEFFICIENTS IN A MULTIPLE-REGRESSION ANALYSIS

摘要

In a multiple-regression analysis it is often necessary to assign a value, different from the least-squares value, to one or more of the regression coefficients. A simple method is described which eliminates the matrix algebra which, in such cases, is usually necessary in order to re-evaluate the remaining coefficients, together with the associated variances and covariances. The method is generalized to give an equally simple procedure for testing possible linear relations among the regression coefficients.