Abstract
Kempthorne’s (1952) formulation of the randomization test is extended to yield a permutational analog of the bootstrap significance test. In the new test, residuals of a multiple regression are permuted instead of being bootstrapped. The test is an attractive alternative for Oja’s test that permutes predictors (Austr. J. Statist. 29, 91–100, 1987).
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ter Braak, C.J.F. (1992). Permutation Versus Bootstrap Significance Tests in Multiple Regression and Anova. In: Jöckel, KH., Rothe, G., Sendler, W. (eds) Bootstrapping and Related Techniques. Lecture Notes in Economics and Mathematical Systems, vol 376. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-48850-4_10
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DOI: https://doi.org/10.1007/978-3-642-48850-4_10
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