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Prueba T² de Hotelling×Regresión por Mínimos Cuadrados Ordinarios (MCO)×
CampoEstadísticaEconometría
FamiliaHypothesis testRegression model
Año de origen19312019
Autor originalHarold HotellingWooldridge (textbook treatment); classical least squares
TipoMultivariate parametric mean comparisonLinear regression
Fuente seminalHotelling, H. (1931). The Generalization of Student's Ratio. Annals of Mathematical Statistics, 2(3), 360–378. link ↗Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860
AliasHotelling T² Testi — Çok Değişkenli t-Testi, multivariate t-test, Hotelling T-squaredordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu
Relacionados65
ResumenHotelling's T² test is a multivariate parametric hypothesis test that simultaneously compares the mean vectors of two independent groups across multiple continuous outcome variables. It was introduced by Harold Hotelling in 1931 as the direct multivariate generalization of Student's t-test, replacing the scalar mean difference with a vector difference scaled by the pooled variance-covariance matrix.Ordinary Least Squares is the classical linear regression method that explains a continuous outcome as a linear combination of predictors. It estimates the coefficients by minimising the sum of squared residuals, and under the Gauss-Markov assumptions these estimates are the best linear unbiased estimator (BLUE).
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ScholarGateComparar métodos: Hotelling's T² Test · OLS Regression. Recuperado el 2026-06-19 de https://scholargate.app/es/compare