A Note on the Bias of O'Brien's OLS Test
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Hans Frick
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Article
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1997
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John Wiley and Sons
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English
โ 219 KB
๐ 1 views
O'Brien's Ordinary Least Squares (OLS) test is a well known procedure for testing the multivariate one-sided hypothesis when the covariance matrix is unknown. Simulation results have been reported where the actual test level ex& the nominal one. Here it is shown analytically that the actuai level is