On the expressions of estimability in testing general linear hypotheses

被引:3
作者
Hu, Jianhua [1 ]
Shi, Sarah [2 ]
机构
[1] Shanghai Univ Finance & Econ, Dept Stat, Shanghai 200433, Peoples R China
[2] KRC INC, Dept Clin Res, N York, ON, Canada
关键词
equivalent general linear hypotheses; estimability; estimable functions; general linear models; testable hypothesis;
D O I
10.1080/03610920701669868
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
In testing a general linear hypothesis of the form K'beta is an element of zeta b(W') under a general linear model, an equivalent hypothesis involving only estimable parametric functions is provided, and then an explicit test statistic in terms of the model matrices is given. The corresponding results are expanded to the case of a general linear model with a restriction and are illustrated by an example.
引用
收藏
页码:782 / 790
页数:9
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