Hypothesis Testing with Errors in the Variables
Hypothesis Testing with Errors in the Variables
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Date
1995-02-06
Authors
David, Nancy
Stewart, G. W.
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Abstract
In this paper we give reason to hope that errors in regression
variables are not as harmful as one might expect. Specifically, we
will show that although the errors can change the values of the
quantities one computes in a regression analysis, under certain
conditions they leave the distributions of the quantities
approximately unchanged.