An f-type small sample simultaneous test for nested linear regression models

Nobuhiko Terui

doi:10.1080/03610929008830227

An f-type small sample simultaneous test for nested linear regression models

Nobuhiko Terui

Department of Business Economics

Research output: Contribution to journal › Article › peer-review

Abstract

A small sample simultaneous testing method is proposed for nested linear regression model. The methodology is based on the generalized likelihood ratio test which is the large sample simultaneous testing method for general nested models. The proposed test is also used for model identification.

Original language	English
Pages (from-to)	703-722
Number of pages	20
Journal	Communications in Statistics - Theory and Methods
Volume	19
Issue number	2
DOIs	https://doi.org/10.1080/03610929008830227
Publication status	Published - 1990

Keywords

generalized likelihood ratio test
linear regression model
model identification
nested
p-value
simultaneous test

Access to Document

10.1080/03610929008830227

Cite this

@article{19704dea860d4050a9360bf2cc8a45e7,

title = "An f-type small sample simultaneous test for nested linear regression models",

abstract = "A small sample simultaneous testing method is proposed for nested linear regression model. The methodology is based on the generalized likelihood ratio test which is the large sample simultaneous testing method for general nested models. The proposed test is also used for model identification.",

keywords = "generalized likelihood ratio test, linear regression model, model identification, nested, p-value, simultaneous test",

author = "Nobuhiko Terui",

year = "1990",

doi = "10.1080/03610929008830227",

language = "English",

volume = "19",

pages = "703--722",

journal = "Communications in Statistics - Theory and Methods",

issn = "0361-0926",

publisher = "Taylor and Francis Ltd.",

number = "2",

}

TY - JOUR

T1 - An f-type small sample simultaneous test for nested linear regression models

AU - Terui, Nobuhiko

PY - 1990

Y1 - 1990

N2 - A small sample simultaneous testing method is proposed for nested linear regression model. The methodology is based on the generalized likelihood ratio test which is the large sample simultaneous testing method for general nested models. The proposed test is also used for model identification.

AB - A small sample simultaneous testing method is proposed for nested linear regression model. The methodology is based on the generalized likelihood ratio test which is the large sample simultaneous testing method for general nested models. The proposed test is also used for model identification.

KW - generalized likelihood ratio test

KW - linear regression model

KW - model identification

KW - nested

KW - p-value

KW - simultaneous test

UR - http://www.scopus.com/inward/record.url?scp=84963144397&partnerID=8YFLogxK

U2 - 10.1080/03610929008830227

DO - 10.1080/03610929008830227

M3 - Article

AN - SCOPUS:84963144397

SN - 0361-0926

VL - 19

SP - 703

EP - 722

JO - Communications in Statistics - Theory and Methods

JF - Communications in Statistics - Theory and Methods

IS - 2

ER -

An f-type small sample simultaneous test for nested linear regression models

Abstract

Keywords

Access to Document

Other files and links

Fingerprint

Cite this