Extension of Cochran's Formulae for Addition or Omission of a Variate in Multiple Regression Analysis

Abstract

By using Schweinsian expansion of determinant quotients, a concise derivation of Cochran's formulae for addition or omission of a variate in Multiple Regression Analysis is given. The formulae are extended to the case when two variates are simultaneously added or omitted. The addition or omission of more than two variates follows on similar lines. Schweinsian expansion has been earlier used by Cox [3] to derive the general orthogonal polynomials.