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Test for differences between M-estimates of non-linear regression model
M-estimates non-linear regression model
2009/9/23
Test for differences between M-estimates of non-linear regression model。
DATA-DRIVEN SCORE TESTS FOR HOMOSCEDASTIC LINEAR REGRESSION MODEL:ASYMPTOTIC RESULTS
Efficient score hypothesis testing data-driven test linear regression selection rule
2009/9/18
We describe and investigate new tests for testing the
validity of a semiparametric random-design linear regression model.
The tests were introduced in Inglot and Ledwina (2006a, b). We repeat
here ...
Exact Distributions of R2 and Adjusted R2 in a Linear Regression Model with Multivariate t Error Terms
adjusted R2 exact distribution interval estimation multivariate t error terms R2
2009/3/9
In this paper we consider a linear regression model when error terms obey a multivariate t distribution, and examine the effects of departure from normality of error terms on the exact distributions o...