linearreg_ht_reg(A)

Performs a linear regression analysis using samples X and Y and then performs a hypothesis test for the linear correlation coefficient using significance level alpha. Parameter type can be 0 (left tail), 1 (right tail), or 2 (both tails).

Example

X=(3, 4, 6, 6, 7, 8)

( 3 4 6 6 7 8 )

Y=(4, 5, 6, 6, 7, 8)

( 4 5 6 6 7 8 )

linearreg_ht_reg(X, Y, .05, 1)

Linear Regression

Hypothesis test for the linear correlation coefficient.

Ho : rho==0

Ha: rho > 0

Significance level : 0.05 (5.0%)

Results:

Test statistics T : 12.48999599679662

Critical right value found is 2.131846786301643

P value : 1.181780285464118E-4

Reject the null hypothesis.