Optimal testing for equicorrelated linear regression models

DOI10.1007/BF02926044zbMath0851.62047MaRDI QIDQ1907861

M. Ishaq Bhatti

Publication date: 18 March 1996

Published in: Statistical Papers (Search for Journal in Brave)

zbMATH Keywords

survey datapoint optimal test\(F\)-testequicorrelated linear regression modelexact and approximate critical valuestesting for the equicorrelation coefficient

Mathematics Subject Classification ID

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

Related Items (1)

On optimal testing for the equality of equicorrelation: An example of loss in power

Uses Software

• AS 155
• AS 153

Cites Work

• The multivariate normal distribution
• Householder's tridiagonalization of a symmetric matrix
• A note on the correlation betweenS 2 and the least squares estimator in the linear regression model
• Fast Evaluation of the Distribution of the Durbin-Watson and Other Invariant Test Statistics in Time Series Regression
• A BETA‐OPTIMAL TEST OF THE EQUICORRELATION COEFFICIENT
• Testing for Block Effects in Regression Models Based on Survey Data
• Algorithm AS 155: The Distribution of a Linear Combination of χ 2 Random Variables
• Algorithm AS 153: Pan's Procedure for the Tail Probabilities of the Durbin-Watson Statistic
• Testing for block effects and misspecification in regession models based on survey data^*
• Computing the distribution of quadratic forms in normal variables
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Optimal testing for equicorrelated linear regression models