Sankhya: The Indian Journal of Statistics
This short note takes correlation coefficients as the starting point to obtain inferential results in linear regression. Under certain conditions, the population correlation coefficient and the sampling correlation coefficient can be related via a Taylor series expansion to allow inference on the coefficients in simple and multiple regression. This general method includes nonparametric correlation coefficients and so gives a universal way to develop regression methods. This work is part of a correlation estimation system that uses correlation coefficients to perform estimation in many settings, for example, time series, nonlinear and generalized linear models, and individual distributions.
Correlation, rank statistics, linear regression, nonparametric, Kendall, greatest deviation correlation coefficient
© 2010 Indian Statistical Institute
Gideon, Rudy, "Using Correlation Coefficients to Estimate Slopes in Multiple Linear Regression" (2010). Mathematical Sciences Faculty Publications. 5.