On the significance level of the multirelation coefficient (Q1380534)

Summary: The concept of the multirelation coefficient is defined to describe the closeness of a set of variables to a linear relation. This concept extends the linear correlation between two variables to two or more variables. Parameters of a beta distribution are determined that are utilized to approximate significance levels of the multirelation coefficient for any given number of observations and variables. A generalized Student \(t\) distribution is defined. This distribution, which is termed the multirelated \(t\) distribution, reduces to the Student \(t\) distribution for two variables. It is useful in the determination of the significance level of the multirelation coefficient.