Optimal testing for equicorrelated linear regression models

DOI10.1007/BF02926044MaRDI QIDQ1907861zbMATH OpenFDO

Authors M. Ishaq Bhatti

Publication date 18 March 1996

Published in Statistical Papers (Search for Journal in Brave)

zbMATH Keywords

point optimal testsurvey data\(F\)-testequicorrelated linear regression modelexact and approximate critical valuestesting for the equicorrelation coefficient

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Linear regression; mixed models (62J05) Hypothesis testing in multivariate analysis (62H15)

Recommendations

• On optimal testing for the equality of equicorrelation: An example of loss in power
• Testing for block effects and misspecification in regession models based on survey data^*
• A BETA‐OPTIMAL TEST OF THE EQUICORRELATION COEFFICIENT
• Some optimal tests for the equicorrelation coefficient in standard symmetric multivariate normal distribution
• Exact Tests for the Comparison of Correlated Response Models with an Unknown Dispersion Matrix

Cites work

• scientific article; zbMATH DE number 3878183 (Why is no real title available?)
• scientific article; zbMATH DE number 4052834 (Why is no real title available?)
• scientific article; zbMATH DE number 4060550 (Why is no real title available?)
• scientific article; zbMATH DE number 3357817 (Why is no real title available?)
• A BETA‐OPTIMAL TEST OF THE EQUICORRELATION COEFFICIENT
• A note on the correlation betweenS 2 and the least squares estimator in the linear regression model
• Algorithm AS 153: Pan's Procedure for the Tail Probabilities of the Durbin-Watson Statistic
• Algorithm AS 155: The Distribution of a Linear Combination of χ 2 Random Variables
• Computing the distribution of quadratic forms in normal variables
• Fast Evaluation of the Distribution of the Durbin-Watson and Other Invariant Test Statistics in Time Series Regression
• Householder's tridiagonalization of a symmetric matrix
• Testing for Block Effects in Regression Models Based on Survey Data
• Testing for block effects and misspecification in regession models based on survey data^*
• The multivariate normal distribution

Cited in

(5)

• scientific article; zbMATH DE number 5847035 (Why is no real title available?)
• On optimal testing for the equality of equicorrelation: An example of loss in power
• A unified approach to estimation and orthogonality tests in linear single-equation econometric models
• Maximization of ESI. Jaynes principle in testing significant inputs of linear model
• CONDITIONAL INFERENCE ABOUT AN EQUICORRELATION COEFFICIENT

Describes a project that uses

Uses Software

• AS 155
• AS 153

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