Work

OLS Testing with Predictors Scaled to Have Unit Sample Variance, and Similar Results for a Robust Regression Estimator

Year: 2026

Type: article

Abstract: We consider hypothesis tests for the multiple linear regression model with ordinary least squares if the predictor variables have been scaled to have unit sample variance. Some tests are unchanged, but confidence intervals, confidence regions, and some tests are no longer valid. Similar results are obtained for a robust regression estimator.

Source: Axioms

DOI: 10.3390/axioms15100738

Authors: David J. Olive, Sanjuka Johana Lemonge

Institutions: Southern Illinois University Carbondale, Black Hills State University

Language: English

Topic: Advanced Statistical Methods and Models

Subfield: Statistics and Probability

Field: Mathematics

Domain: Physical Sciences

Open Access status: gold

Estimated APC paid: $2,896

OpenAlex ID: W7216375433

FWCI:

Cites: 13

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Related to: 10