Corrected f-tests in the general linear model

DOI10.1080/03610928408828884MaRDI QIDQ3696340zbMATH OpenOpenAlexFDO

Authors Stephen M. Scariano, James M. Davenport

Publication date 1984

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610928408828884

zbMATH Keywords

corrected F-testscorrelated errorsgeneral linear modelgeneralized likelihood ratio testsheterogeneity of variancenon-identity correlations structuresreplicated modelStrictly unbiased F-tests

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Linear regression; mixed models (62J05) Analysis of variance and covariance (ANOVA) (62J10)

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• Testing regression function adequacy with correlation and without replication
• Unbiased F Tests for Factorial Experiments for Correlated Data

Cited in

(6)

• Alternative size corrections for some GLS test statistics. The case of the AR(1) model
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• Test procedures in coyariamce analysis assuming a general correlation pattern
• A note on the box correction factor for degrees of freedom in certain f tests
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• The asymptotic validity of the F-test in a two-stage least squares model

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