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Statistical Hypothesis Testing with SAS and R by Dirk Taeger, Sonja Kuhnt

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Chapter 16

Tests in Regression Analysis

Regression analysis investigates and models the relationship between variables. A linear relationship is assumed between a dependent or response variable c16-math-0001 of interest and one or several independent, predictor or regressor variables. We present tests on regression parameters in simple and multiple linear regression analysis. Tests cover the hypothesis on the value of individual regression parameters as well as tests for significance of regression where the hypothesis states that none of the regressor variables has a linear effect on the response.

16.1 Simple linear regression

Simple linear regression relates a response variable c16-math-0002 to the given outcome c16-math-0003 of a single regressor variable by assuming the relation c16-math-0004, which is linear in unknown coefficients or parameters c16-math-0005 and c16-math-0006. Further is an error term which models the deviation of the observed values from the ...

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