کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
1145801 | 1489678 | 2013 | 13 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Bartlett-type adjustments for hypothesis testing in linear models with general error covariance matrices
دانلود مقاله + سفارش ترجمه
دانلود مقاله ISI انگلیسی
رایگان برای ایرانیان
کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
آنالیز عددی
پیش نمایش صفحه اول مقاله
![عکس صفحه اول مقاله: Bartlett-type adjustments for hypothesis testing in linear models with general error covariance matrices Bartlett-type adjustments for hypothesis testing in linear models with general error covariance matrices](/preview/png/1145801.png)
چکیده انگلیسی
Consider the problem of testing a linear hypothesis of regression coefficients in a general linear regression model with a covariance matrix involving several nuisance parameters. Then, the Bartlett-type adjustments of the Wald, Score, and modified Likelihood Ratio tests are derived for general consistent estimators of the unknown nuisance parameters. The adjusted test statistics have second-order corrections in type I errors. Simple parametric bootstrap methods are also suggested for estimating the Bartlett-type adjustments and it is shown that they have the second order accuracy.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Multivariate Analysis - Volume 122, November 2013, Pages 162–174
Journal: Journal of Multivariate Analysis - Volume 122, November 2013, Pages 162–174
نویسندگان
Masahiro Kojima, Tatsuya Kubokawa,