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Summary Hotelling's test of significance for difference in efficiency of predictors is reformulated in terms of regression analysis. A test proposed by Healy is shown to differ from Hotelling’s test in general.
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E. J. Williams (Wed,) studied this question.
www.synapsesocial.com/papers/6a154fa2cb0379474a821dbc — DOI: https://doi.org/10.1111/j.2517-6161.1959.tb00346.x
E. J. Williams
Journal of the Royal Statistical Society Series B (Statistical Methodology)
North Carolina State University
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