Testing hypotheses in universal models

Eva Fišerová

Discussiones Mathematicae Probability and Statistics (2006)

  • Volume: 26, Issue: 2, page 127-149
  • ISSN: 1509-9423

Abstract

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A linear regression model, when a design matrix has not full column rank and a covariance matrix is singular, is considered. The problem of testing hypotheses on mean value parameters is studied. Conditions when a hypothesis can be tested or when need not be tested are given. Explicit forms of test statistics based on residual sums of squares are presented.

How to cite

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Eva Fišerová. "Testing hypotheses in universal models." Discussiones Mathematicae Probability and Statistics 26.2 (2006): 127-149. <http://eudml.org/doc/277067>.

@article{EvaFišerová2006,
abstract = {A linear regression model, when a design matrix has not full column rank and a covariance matrix is singular, is considered. The problem of testing hypotheses on mean value parameters is studied. Conditions when a hypothesis can be tested or when need not be tested are given. Explicit forms of test statistics based on residual sums of squares are presented.},
author = {Eva Fišerová},
journal = {Discussiones Mathematicae Probability and Statistics},
keywords = {universal linear model; unbiased estimator; tests hypotheses},
language = {eng},
number = {2},
pages = {127-149},
title = {Testing hypotheses in universal models},
url = {http://eudml.org/doc/277067},
volume = {26},
year = {2006},
}

TY - JOUR
AU - Eva Fišerová
TI - Testing hypotheses in universal models
JO - Discussiones Mathematicae Probability and Statistics
PY - 2006
VL - 26
IS - 2
SP - 127
EP - 149
AB - A linear regression model, when a design matrix has not full column rank and a covariance matrix is singular, is considered. The problem of testing hypotheses on mean value parameters is studied. Conditions when a hypothesis can be tested or when need not be tested are given. Explicit forms of test statistics based on residual sums of squares are presented.
LA - eng
KW - universal linear model; unbiased estimator; tests hypotheses
UR - http://eudml.org/doc/277067
ER -

References

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  1. [1] L. Kubáček, L. Kubáčková and J. Volaufová, Statistical models with linear structures, Veda, Bratislava 1995. 
  2. [2] P.B. Pantnaik, The non-central χ² and F-distribution and their applications, Biometrika 36 (1949), 202-232. 
  3. [3] C.R. Rao, Linear statistical inference and its applications, J. Wiley and Sons, New York-London-Sydney 1965. Zbl0137.36203
  4. [4] C.R. Rao and S.K. Mitra, Generalized inverse of matrices and its applications, J. Wiley and Sons, New York-London-Sydney-Toronto 1971. Zbl0236.15004
  5. [5] J. Ryšavý, Higher geodesy, Česká matice technická, Praha 1947 (in Czech). 

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