Biased estimation and hypothesis testing in linear regression

✍ Scribed by Peter Stahlecker; Karsten Schmidt

• Publisher: Springer Netherlands
• Year: 1996
• Tongue: English
• Weight: 243 KB
• Volume: 43
• Category: Article
• ISSN: 0167-8019
• DOI: 10.1007/bf00046995

✦ Synopsis

We consider a test of the simple hypothesis/3 = /3o based on some biased estimator. Under a certain condition the corresponding test statistic coincides with the usual F-statistic based on the least squares estimator. Surprisingly, this condition is met by several well-known biased estimators.