ON F-TESTS AND LINEAR-HYPOTHESIS IN A GENERAL LINEAR-MODEL

被引：2
|
作者：
UKITA, Y
NODA, K
MIYAOKA, E
机构：
[1] MEISEI UNIV,GEN EDUC COURSE,HINO,TOKYO 191,JAPAN
[2] SCI UNIV TOKYO,DEPT MATH,SHINJUKU KU,TOKYO 162,JAPAN
来源：
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 1992年 / 21卷 / 07期
关键词：
GENERAL LINEAR MODEL; F-TEST; LINEAR HYPOTHESIS; UMP INVARIANT TEST; MULTIPLE REGRESSION;
D O I：
10.1080/03610929208830884
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
A simple method of setting linear hypotheses testable by F-tests in a general linear model when the covariance matrix has a general form and is completely unknown, is provided. With some additional conditions imposed on the covariance matrix, there exist the UMP invariant tests of certain linear hypotheses. We derive them to compare the powers with those of F-tests obtained under no restrictions on the covariance matrix. The results are illustrated in a multiple regression model with some examples.
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页码：1857 / 1870
页数：14
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