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Estimability and linearity in normal regression

✍ Scribed by Federico J. O'Reilly; Alberto Castillo

Publisher
Elsevier Science
Year
1984
Tongue
English
Weight
190 KB
Volume
9
Category
Article
ISSN
0378-3758

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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.