A Note on ADF Tests for Subhypotheses in Multiple Linear Regression
Abstract
The purpose of the note is to show that a symptotically distribution- free (ADF) rank tests proposed by Koul for testing subhypotheses in multiple linear regression when based on symmetric scores are asymptotically totally inefficient and can even be inconsistent for symmetric parent distributions.
Document Details
- Document Type
- Technical Report
- Publication Date
- Dec 01, 1971
- Accession Number
- AD0740569
Entities
People
- M. L. Puri
- P. K. Sen
Organizations
- University of North Carolina at Chapel Hill