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    A test statistic for selection of multivariate linear regression models 

    Srisuda Boonyim; Jirawan Jitthavech (National Institute of Development Administration, 2015)

    In this study, a test statistic used to select a multivariate linear regression model based on Mallows’s Cp with the same rationale as the SCp criterion from the system of equations Vichit Lorchirachoonkul and Jirawan Jitthavech (2012: 2386- 2394) proposed. The D statistic, which is the difference between the modified Cp statistics in the reduced model and in the full model, approximates to a standard normal distribution.