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Hypothesis testing in linear regression when is large

✍ Scribed by Gray Calhoun


Book ID
113700342
Publisher
Elsevier Science
Year
2011
Tongue
English
Weight
369 KB
Volume
165
Category
Article
ISSN
0304-4076

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Biased estimation and hypothesis testing
✍ Peter Stahlecker; Karsten Schmidt πŸ“‚ Article πŸ“… 1996 πŸ› Springer Netherlands 🌐 English βš– 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.