On the statistical computation of the sample multiple correlation moefficient

References

• Abramowitz , M. and Stegun , I.A. 1965 . Handbook of Mathematical Functions , New York : Dover Publications .
   Google Scholar
• Anderson , T.W. 1984 . An Introduction to Multivariate Analysis , New York : Wiley .
   Google Scholar
• Ding , C.G. 1996 . On the computation of the distribution of the square of the sample Multiple correlation coefficient . Computational Statistics and Data Analysis , 22 : 345 – 350 .
   Web of Science ®Google Scholar
• Ding , C.G. and Bargmann , R.E. 1991 . Algorithm AS 260: evaluation of the distribution of the square of the sample multiple correlation coefficient . JRSS, Applied Statistics , 40 : 195 – 198 .
   Google Scholar
• Draper , N.R. and Smith , H. 1981 . Applied Regression Analysis , New York : Wiley .
   Google Scholar
• Frick , H. 1990 . A remark on algorithm AS 226: computing non-central beta probabilities . JRSS, Applied statistics , 39 : 311 – 312 .
   Google Scholar
• Gurland , J. 1968 . A relatively simple form of the distribution of the multiple correlation coefficient . Journal of the Royal Statistical Society B , 30 : 276 – 283 .
   Google Scholar
• Gurland , J. and Milton , R. 1968 . Further consideration of the distribution of the multiple correlation coefficient . Journal of the Royal Statistical Society B , 32 : 381 – 394 .
   Google Scholar
• Gurland , J. and Asiribo , O. 1991 . On the distribution of the multiple correlation coefficient and their kinked chi-squared random variable . Journal of Statistical Sinica , 1 : 493 – 502 .
   Google Scholar
• Kramer , K.H. 1963 . Tables for constructing confidence limits on the multiple correlation coefficient . Journal of the American Statistical Association , 58 : 1082 – 1085 .
   Web of Science ®Google Scholar
• Lee , C.M.S. 1988 . On the computation of F-cumulative probabilities . Cornmunications in Statist , 17 : 1191 – 1201 . Series B
   Web of Science ®Google Scholar
• Lee , Y.S. 1971 . Some results on the sampling distribution of the multiple correlation coefficient . Journal of the Royal Statistical Society B , 33 : 117 – 130 .
   Google Scholar
• Lee , Y.S. 1972 . Tables of upper percentage points of the multiple correlation coefficient . Biometrika , 59 : 175 – 189 .
   Web of Science ®Google Scholar
• Lenth , R.V. 1987 . Algorithm AS 226: computing noncentral beta probabilities . JRSS, Applied Statistics , 36 : 241 – 244 .
   Google Scholar
• Muirhead , R.J. 1982 . A.spects of Multivariate Statistical Theory , New York : Wiley .
   Google Scholar
• Muirhead , R.J. 1985 . Estimating a particular function of the multiple correlation coefficient . Journal of the American Statistical Association , 80 : 923 – 925 .
   Google Scholar
• Norton , V. 1983 . A simple algorithm for computing the non-central F distribution . JRSS, Applied Statistics , 32 : 84 – 85 .
   Google Scholar
• Posten , H.O. 1993 . An effective algorithm for the noncentral beta distribution function . The American Statistician , 47 ( 2 ) : 129 – 131 .
   Web of Science ®Google Scholar
• Singh , K.P. and Relyea , G.E. 1992 . Computation of noncentral f probabilities: a computer program . Computational Statistics and Data Analysis , 13 ( 2 ) : 95 – 102 .
   Google Scholar
• Yuan , Bentler. 1999 . On normal theory and associated test statistics in covariance structure analysis under two classes of nonnormal distributions . Journal of Statistical Sinica , 9 ( 2 ) : 831 – 853 .
   Google Scholar
• Yuan , Bentler. 2000 . Inferences on correlation coefficient in some classes of nonnormal distributions . Journal of Multivariate Analysis , 72 ( 2 ) : 230 – 248 .
   Web of Science ®Google Scholar