Bartlett-type adjustments for hypothesis testing in linear models with general error covariance matrices
نویسندگان
چکیده
منابع مشابه
Bartlett-type adjustments for hypothesis testing in linear models with general error covariance matrices
Consider the problem of testing a linear hypothesis of regression coefficients in a general linear regression model with an error term having a covariance matrix involving several nuisance parameters. Then, the Bartlett-type adjustments of the Wald, Score, and modified Likelihood Ratio tests are derived for general consistent estimators of the unknown nuisance parameter. The adjusted test stati...
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ژورنال
عنوان ژورنال: Journal of Multivariate Analysis
سال: 2013
ISSN: 0047-259X
DOI: 10.1016/j.jmva.2013.07.016