The exact distribution of a least squares regression coefficient estimator after a preliminary t-test
โ Scribed by David E.A. Giles; Virendra K. Srivastava
- Publisher
- Elsevier Science
- Year
- 1993
- Tongue
- English
- Weight
- 368 KB
- Volume
- 16
- Category
- Article
- ISSN
- 0167-7152
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## Abstract Consider the two linear regression models of __Y__~__ij__~ on __X__~__ij__~, namely __Y__~__ij__~ = ฮฒ~__io__~ + ฮฒ~__ij__~, __X__~__ij__~ + __E__~__ij__~ = 1, 2,โฆ, __n__~__i__~, __i__ = 1, 2, where __E__~__ij__~ are assumed to be normally distributed with zero mean and common unknown var
Least-squares regression analysis is widely used in analytical method comparison studies even though model assumptions are typically violated. The advantages favoring the use of the least-squares technique, when applicable, are that its theoretical characteristics are thoroughly developed and the ca