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

DOI10.1080/02331880500178521zbMATH Open1084.62059OpenAlexW2017266730MaRDI QIDQ3377984FDOQ3377984

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

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zbMATH Keywords

geometrytablesprojectionlikelihood ratioLagrange multiplier\(F\)-testMathematicaWald

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• Statistical Methods: The Geometric Approach
• Title not available (Why is that?)
• Title not available (Why is that?)
• On preferred point geometry in statistics
• Conflict Among the Criteria Revisited; The W, LR and LM Tests
• R. A. Fisher in the 21st century. Invited paper presented at the 1996 R. A. Fisher lecture. (With comments).
• Exact Geometry of Autoregressive Models
• Applied regression analysis bibliography update 1994-97
• Transformations, regression geometry and \(R^2\)
• On the History of the Use of Geometry in the General Linear Model

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

Uses Software

• Mathematica

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