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Heterogeneity of variance and biased hypothesis tests

โœ Scribed by Zimmerman, Donald W.

Book ID
121511474
Publisher
Taylor and Francis Group
Year
2012
Tongue
English
Weight
783 KB
Volume
40
Category
Article
ISSN
0266-4763

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Biased estimation and hypothesis testing
Biased estimation and hypothesis testing in linear regression
โœ Peter Stahlecker; Karsten Schmidt ๐Ÿ“‚ Article ๐Ÿ“… 1996 ๐Ÿ› Springer Netherlands ๐ŸŒ English โš– 243 KB

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.