Hypothesis testing in linear regression when k/n is large
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Publication:738075
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Cites work
- scientific article; zbMATH DE number 3141625 (Why is no real title available?)
- scientific article; zbMATH DE number 3541818 (Why is no real title available?)
- A central limit theorem for generalized quadratic forms
- ANOVA and rank tests when the number of treatments is large
- Alternative Approximations to the Distributions of Instrumental Variable Estimators
- Approximate Distributions of k-Class Estimators when the Degree of Overidentifiability is Large Compared with the Sample Size
- Asymptotic Expansions of the Distributions of Estimators in a Linear Functional Relationship and Simultaneous Equations
- Asymptotic behavior of M estimators of p regression parameters when \(p^ 2/n\) is large. II: Normal approximation
- Asymptotic behavior of M-estimators for the linear model
- Asymptotic behavior of M-estimators of p regression parameters when \(p^ 2/n\) is large. I. Consistency
- Asymptotic behavior of the empiric distribution of M-estimated residuals from a regression model with many parameters
- Asymptotic distributions of instrumental variables statistics with many instruments
- Asymptotics for Analysis of Variance When the Number of Levels is Large
- Central limit theorem for integrated square error of multivariate nonparametric density estimators
- Consistent Estimation with a Large Number of Weak Instruments
- Empirical process of residuals for high-dimensional linear models
- GMM inference when the number of moment conditions in large
- GMM with Many Moment Conditions
- Heteroscedastic One-Way ANOVA and Lack-of-Fit Tests
- Inference in regression models with many regressors
- Multivariate statistics. High dimensional and large-sample approximations.
- On M-processes and M-estimation
- On parameters of increasing dimensions
- On the asymptotic optimality of the LIML estimator with possibly many instruments
- Robust regression: Asymptotics, conjectures and Monte Carlo
- Testing overidentifying restrictions with many instruments and heteroskedasticity
- Testing with many weak instruments
- The ANOVA \(F\) test can still be used in some balanced designs with unequal variances and nonnormal data
- The asymptotic distribution of the F‐test statistic for individual effects
- Two-way heteroscedastic ANOVA when the number of levels is large
- Weak convergence of the empirical process of residuals in linear models with many parameters
Cited in
(5)- Testing many restrictions under heteroskedasticity
- Tests for \(p\)-regression coefficients in linear panel model when \(p\) is divergent
- Robust inference on infinite and growing dimensional time-series regression
- Inference in regression models with many regressors
- Residual bootstrap tests in linear models with many regressors
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