The robustness of point optimal testing for rosenberg random regression coefficients

DOI10.1080/07474939508800302MaRDI QIDQ4853087zbMATH OpenOpenAlexFDO

Authors Robert Darren Brooks

Publication date 13 December 1995

Published in Econometric Reviews (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07474939508800302

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Linear regression; mixed models (62J05) Applications of statistics to economics (62P20)

Cites work

• A Probability Distribution and Its Uses in Fitting Data
• A Simple Test for Heteroscedasticity and Random Coefficient Variation
• An approximate method for generating asymmetric random variables
• An approximate method for generating symmetric random variables
• Hypothesis Testing When a Nuisance Parameter is Present Only Under the Alternative
• Recursive stability analysis of linear regression relationships. An exploratory methodology
• Some Estimators for a Linear Model with Random Coefficients

Cited in

(1)

• Using a sequence of point optimal tests to select a varying coefficient model

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