Bootstrap hypothesis testing in regression models
نویسندگان
چکیده
منابع مشابه
Linear Hypothesis Testing in Censored Regression Models
For testing a linear hypothesis in a censored regression (or censored “Tobit”) model, three test criteria and four test statistics based on least absolute deviations estimates of parameters are proposed and their limiting chi-square distributions are established. Some consistent estimates of nuisance parameters are obtained for use in computing the test statistics. A simulation study for small ...
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ژورنال
عنوان ژورنال: Statistics & Probability Letters
سال: 2005
ISSN: 0167-7152
DOI: 10.1016/j.spl.2005.04.057