AN F-TYPE SMALL SAMPLE SIMULTANEOUS TEST FOR NESTED LINEAR-REGRESSION MODELS

被引：0
|
作者：
TERUI, N
机构：
[1] Department of Economics, Yamagata University, Yamagata
来源：
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 1990年 / 19卷 / 02期
关键词：
generalized likelihood ratio test; linear regression model; model identification; nested; p-value; simultaneous test;
D O I：
10.1080/03610929008830227
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 small sample simultaneous testing method is proposed for nested linear regression model. The methodology is based on the generalized likelihood ratio test which is the large sample simultaneous testing method for general nested models. The proposed test is also used for model identification. © 1990, Taylor & Francis Group, LLC. All rights reserved.
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页码：703 / 722
页数：20
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