Testing hypotheses in universal models
Discussiones Mathematicae. Probability and Statistics, Tome 26 (2006) no. 2, pp. 127-149
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A linear regression model, when a design matrix has not full column rank and a covariance matrix is singular, is considered. The problem of testing hypotheses on mean value parameters is studied. Conditions when a hypothesis can be tested or when need not be tested are given. Explicit forms of test statistics based on residual sums of squares are presented.
Keywords:
universal linear model, unbiased estimator, tests hypotheses
@article{DMPS_2006_26_2_a1,
author = {Fi\v{s}erov\'a, Eva},
title = {Testing hypotheses in universal models},
journal = {Discussiones Mathematicae. Probability and Statistics},
pages = {127--149},
publisher = {mathdoc},
volume = {26},
number = {2},
year = {2006},
language = {en},
url = {http://geodesic.mathdoc.fr/item/DMPS_2006_26_2_a1/}
}
Fišerová, Eva. Testing hypotheses in universal models. Discussiones Mathematicae. Probability and Statistics, Tome 26 (2006) no. 2, pp. 127-149. http://geodesic.mathdoc.fr/item/DMPS_2006_26_2_a1/