Distribution of a generalized t ratio
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Recommendations
- ON THE PROPERTIES OF THE t- AND F-RATIOS IN LINEAR REGRESSIONS WITH NONNORMAL ERRORS
- Bias corrected estimates in multivariate student t regression models
- A generalized class of estimators in linear regression models with multivariate-\(t\) distributed error
- Ratios of linear combinations in the general linear model
- A distribution function of the F-ratio when the Stein-rule estimator is used in place of the OLS estimator
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