Biased estimation and hypothesis testing in linear regression

被引：4

作者：

Stahlecker, P

Schmidt, K

机构：

[1] UNIV HAMBURG, DEPT ECON, W-2000 HAMBURG, GERMANY

[2] FH SCHMALKALDEN, DEPT ECON, HANNOVER, GERMANY

来源：

ACTA APPLICANDAE MATHEMATICAE | 1996年 / 43卷 / 01期

关键词：

hypothesis testing; F-test; linear regression;

D O I：

10.1007/BF00046995

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

We consider a test of the simple hypothesis beta = beta(0) based on some biased estimator. Under a certain condition the corresponding test statistic coincides with the usual F-statistic based on the least squares estimator. Surprisingly, this condition is met by several well-known biased estimators.

引用

页码：145 / 151

页数：7

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