Inference in regression models with many regressors (Q528054): Difference between revisions
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Property / zbMATH DE Number: 6714764 / rank | |||
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alternative asymptotic theory | |||
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linear regression | |||
Property / zbMATH Keywords: linear regression / rank | |||
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test size | |||
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test power | |||
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\(F\) test | |||
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Wald test | |||
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likelihood ratio test | |||
Property / zbMATH Keywords: likelihood ratio test / rank | |||
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Lagrange multiplier test | |||
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Revision as of 07:08, 1 July 2023
scientific article
Language | Label | Description | Also known as |
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English | Inference in regression models with many regressors |
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Statements
Inference in regression models with many regressors (English)
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12 May 2017
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alternative asymptotic theory
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linear regression
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test size
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test power
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\(F\) test
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Wald test
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likelihood ratio test
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Lagrange multiplier test
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