On the geometry ofF, Wald, LR, and LM tests in linear regression models

DOI10.1080/02331880500178521MaRDI QIDQ3377984zbMATH OpenOpenAlexFDO

Authors Enis Siniksaran

Publication date 29 March 2006

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331880500178521

zbMATH Keywords

geometrytablesprojectionlikelihood ratioLagrange multiplier\(F\)-testMathematicaWald

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Linear regression; mixed models (62J05)

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Cites work

• scientific article; zbMATH DE number 1251088 (Why is no real title available?)
• scientific article; zbMATH DE number 217456 (Why is no real title available?)
• scientific article; zbMATH DE number 1898277 (Why is no real title available?)
• Applied regression analysis bibliography update 1994-97
• Conflict Among the Criteria Revisited; The W, LR and LM Tests
• Exact Geometry of Autoregressive Models
• On preferred point geometry in statistics
• On the History of the Use of Geometry in the General Linear Model
• R. A. Fisher in the 21st century. Invited paper presented at the 1996 R. A. Fisher lecture. (With comments).
• Statistical Methods: The Geometric Approach
• Transformations, regression geometry and \(R^2\)

Cited in

(3)

• The Ubiquitous Angle
• The geometrical interpretation of statistical tests in multivariate linear regression
• A geometric interpretation of Mallows' \(C_p\) statistic and an alternative plot in variable selection

Describes a project that uses

Uses Software

• Mathematica

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