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Biased estimation and hypothesis testing in linear regression (1996)

Stahlecker, Peter ; Schmidt, Karsten

Springer

Acta applicandae mathematicae 43 (1996), S. 145-151

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ISSN: 1572-9036

Keywords: 62F03 ; 62J05 ; hypothesis testing ; F-test ; linear regression

Source: Springer Online Journal Archives 1860-2000

Topics: Mathematics

Notes: Abstract We consider a test of the simple hypothesis β=β0 based on some biased estimator. Under a certain condition the corresponding test statistic coincides with the usualF-statistic based on the least squares estimator. Surprisingly, this condition is met by several well-known biased estimators.

Type of Medium: Electronic Resource

URL: http://dx.doi.org/10.1007/BF00046995

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