An application of pairwise independence of random variables to regression analysis

Ronald A. Schaufele
1975 Canadian mathematical bulletin  
The exact probability of making an error at the first stage of a stepwise regression is found, both when the independent variables are fixed and when they are random. The probabilities differ in the two cases because the random variables involved are pairwise independent but not jointly independent.
doi:10.4153/cmb-1975-073-5 fatcat:qiqdmszgpvghnnaaqj4s4c54di