Some test statistics for the structural coefficients of the multivariate linear functional relationship model
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For the testing problem concerning the coefficients of the multivariate linear functional relationship model, the distribution of a statistic previously proposed by A. P. Basu depends on the unknown covariance matrixV of errors, so limiting its applicability. This article proposes new test statistics with sampling distributions which are independent of the unknown parameters for the cases whereV is either unknown or known only up to a proportionality factor. The exact distributions of the test statistics are also discussed.
Key words and phrasesLinear functional relationships tests of hypotheses exact distributions
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- Provost, S. B. (1984).Distribution Problems Connected with the Multivariate Linear Functional Relationship Model, Ph.D. dissertation, McGill University, Montreal.Google Scholar