An f-type small sample simultaneous test for nested linear regression models

Research output: Contribution to journalArticle

Abstract

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.

Original languageEnglish
Pages (from-to)703-722
Number of pages20
JournalCommunications in Statistics - Theory and Methods
Volume19
Issue number2
DOIs
Publication statusPublished - 1990 Jan 1
Externally publishedYes

Keywords

  • generalized likelihood ratio test
  • linear regression model
  • model identification
  • nested
  • p-value
  • simultaneous test

ASJC Scopus subject areas

  • Statistics and Probability

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