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Biometrika 1957 44(1-2):67-83; doi:10.1093/biomet/44.1-2.67
© 1957 by Biometrika Trust
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ON THE ANALYSIS OF MULTIPLE REGRESSION IN k CATEGORIES

S. KULLBACK and H. M. ROSENBLATT*

{dagger}The George Washington University and Bureau of Ordnance, U.S. Navy Dept
*Now with the Office of Naval Research, U.S. Navy Department Washington, D.C
{dagger}Presented 24 March 1955 at a Bureau of Ordnance Seminar of Statisticians held at the University of Chicago

The general model, an information theoretic approach and solution to problems of test of hypotheses concerning sets of partial regression coefficients from k categories each involving p+1 variates, is presented and applied to certain data. The significance test is the analysis of variance ratio. It is shown that Carter's (1949) problem involving a ‘correlation effect’ among the ith members of each category reduces to a special case. The case of stochastic dependence among categories has been included by Kullback (1956) in his discussion of the multivariate linear hypothesis.


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[Abstract]


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