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


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}.


Linear Model Markov Model Unbiased Estimator Tire Model Linear Hypothesis 
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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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