Testing the general linear hypothesis Via K. Pearson's chi-squared statistic

被引:1
作者
LaMotte, Lynn Roy [1 ]
机构
[1] LSU Hlth Sci Ctr, Sch Publ Hlth, Biostat Program, New Orleans, LA 70112 USA
关键词
power; noncentrality parameter; alternative F statistics;
D O I
10.2478/s12175-009-0154-z
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
In a linear model Y similar to (X beta, sigma (2) I), powers of tests of H-0: H'X beta= 0 are developed following Pearson's (1900) formulation. The class considered comprises all tests based on linear statistics A' Y that have expected value 0 under H-0. The standard F-statistic, which is in this class, has good power properties, but others may be preferred in some settings.
引用
收藏
页码:661 / 666
页数:6
相关论文
共 2 条
[1]  
GHOSH BK, 1973, J R STAT SOC B, V35, P480