Abstract: The Normal-Theory and Asymptotic Distribution-Free Covariance Matrix of Standardized Regression Coefficients
Jeff A. Jones, Niels G. Waller · Multivariate Behavioral Research · 2013
We extend Yuan and Chan's (2011) recent work on the covariance matrix of standardized regression coefficients. Yuan and Chan derived their equations using covariances. We rederive their results usi...