ALGEBRAIC EQUIVALENCES AMONG WALD, LM AND HAUSMANS TESTS IN THE LINEAR-REGRESSION MODEL

被引：1

|

作者：

HONDA, Y

机构：

来源：

ECONOMICS LETTERS | 1986年 / 22卷 / 2-3期

关键词：

D O I：

10.1016/0165-1765(86)90233-8

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

收藏

页码：209 / 212

页数：4

相关论文

共 50 条

[1] COMPARING THE WALD, LR AND LM TESTS FOR HETEROSCEDASTICITY IN A LINEAR-REGRESSION MODEL
MAEKAWA, K
[J]. ECONOMICS LETTERS, 1988, 26 (01) : 37 - 41
[2] On the geometry of F, Wald, LR, and LM tests in linear regression models
Siniksaran, E
[J]. STATISTICS, 2005, 39 (04) : 287 - 301
[3] SOME SPECIFICATION TESTS FOR THE LINEAR-REGRESSION MODEL
LONG, JS
TRIVEDI, PK
[J]. SOCIOLOGICAL METHODS & RESEARCH, 1992, 21 (02) : 161 - 204
[4] WALD GROUPING TECHNIQUE APPLIED TO PIECEWISE LINEAR-REGRESSION
TEETER, RA
[J]. BIOMETRICS, 1981, 37 (01) : 192 - 192
[5] SOME PROPERTIES OF TESTS FOR SPECIFICATION ERROR IN A LINEAR-REGRESSION MODEL
THURSBY, JG
SCHMIDT, P
[J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1977, 72 (359) : 635 - 641
[6] A COMPARISON OF 2 SIGNIFICANCE TESTS FOR STRUCTURAL STABILITY IN THE LINEAR-REGRESSION MODEL
KRAMER, W
PLOBERGER, W
KONTRUS, K
[J]. ADVANCES IN ECONOMETRICS AND MODELLING, 1989, 15 : 159 - 168
[7] A MONTE-CARLO STUDY OF THE WALD, LM AND LR TESTS IN A HETEROSCEDASTIC LINEAR-MODEL
OHTANI, K
TOYODA, T
[J]. COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 1985, 14 (03) : 735 - 746
[8] LINEAR-REGRESSION ANALYSIS WITH FUZZY MODEL
TANAKA, H
UEJIMA, S
ASAI, K
[J]. IEEE TRANSACTIONS ON SYSTEMS MAN AND CYBERNETICS, 1982, 12 (06): : 903 - 907
[9] LINEAR-REGRESSION MODEL WITH CENSORED OBSERVATIONS
TIKU, ML
[J]. COMMUNICATIONS IN STATISTICS PART A-THEORY AND METHODS, 1978, 7 (13): : 1219 - 1232
[10] ACCURACY ESTIMATE OF A LINEAR-REGRESSION MODEL
MUCHNIK, IB
SNEGIREV, PM
[J]. AUTOMATION AND REMOTE CONTROL, 1990, 51 (02) : 247 - 254

← 1 2 3 4 5 →