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Home List of Titles Deriving tests of the semi-linear regression model using the density function of a maximal invariant
Please use this identifier to cite or link to this item: http://hdl.handle.net/1959.3/157185
- Deriving tests of the semi-linear regression model using the density function of a maximal invariant
- Bhowmik, Jahar L.; King, Maxwell L.
- In the context of a general regression model in which some regression coefficients are of interest and others are purely nuisance parameters, we derive the density function of a maximal invariant statistic with the aim of testing for the inclusion of regressors (either linear or non-linear) in linear or semilinear models. This allows the construction of the locally best invariant test, which in two important cases is equivalent to the one-sided t test for a regression coefficient in an artificial linear regression model.
- Publication type
- Conference paper
- Paper presented at 'Statistics in the West', the Australian Statistical Conference (ASC 2010), including the 7th Australian Conference on Teaching Statistics (OZCOTS 2010), Fremantle, Western Australia, Australia, 06-10 December 2010
- Publication year
- Maximal invariant statistics; Regression model; Semi-linear regression model; Testing
- Statistical Society of Australia
- Publisher URL
- Copyright © 2010.
- Peer reviewed