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Statistical Papers

, Volume 36, Issue 1, pp 69–75 | Cite as

On the robustness of the linear hypothesis test procedure in the singular linear model with implied restrictions

  • P. R. Pordzik
Articles
  • 21 Downloads

Abstract

The linear hypothesis test procedure is considered in the restricted linear modelsM r = {y, Xβ |Rβ = 0, σ2V} andM r * = {y, Xβ |ARβ = 0, σ2V}. Necessary and sufficient conditions are derived under which the statistic providing anF-test for the linear hypothesisH0:Kβ=0 in the modelM r * (Mr) continues to be valid in the modelMr (M r * ); the results obtained cover the case whereM r * is replaced by the general Gauss-Markov modelM = {y, Xβ, σ2V}.

Keywords

Linear Model Markov Model Unbiased Estimator Tire Model Linear Hypothesis 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag 1995

Authors and Affiliations

  • P. R. Pordzik
    • 1
  1. 1.Department of Mathematical and Statistical MethodsAgriculture University of PoznańPoznańPoland

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