Investigating the Significance of a Correlation Coefficient using Jackknife Estimates
Keywords:
Jackknife, simple linear regression, correlation coefficient, ols estimates, bias.Abstract
Often in Applied statistics, population parameters are not known and could be inferred using the available sample data and this is the underpinning of statistical inference. Resampling technique such as jackknife offers effective estimates of parameters and its asymptotic distribution. In this paper, we present the jackknife estimate of the parameters of a simple linear regression model with particular interest on the correlation coefficient. This procedure provides an effective alternative test statistic for testing the null hypothesis of no association between the explanatory variables and a response variable.
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Zakariya, Y. A. and Khairy, B. R., (2010),
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