Tests for Regression Parameters in Power Transformation Models.

Abstract

This report discusses tests of hypotheses for regression parameters in the power transformation model. In this model, a simple test consists of estimating the correct scale and then performing the usual linear model F-test in this estimated scale. We explore situations in which this test has the correct level asymptotically as well as better power than Wald's test or the likelihood ratio test.

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Document Details

Document Type
Technical Report
Publication Date
Jan 01, 1980
Accession Number
ADA092535

Entities

People

  • Raymond J. Carroll

Organizations

  • University of North Carolina at Chapel Hill

Tags

Communities of Interest

  • Energy and Power Technologies

DTIC Thesaurus Topics

  • Air Force
  • Covariance
  • Curvature
  • Data Science
  • Distribution Functions
  • Factorial Design
  • Hypotheses
  • Information Science
  • Literature
  • Normality
  • North Carolina
  • Scientific Research
  • Security
  • Standards
  • Statistical Analysis
  • Statistics

Fields of Study

  • Mathematics

Readers

  • Regression Analysis.