On Hotelling's Approach to Testing for a Nonlinear Parameter in Regression.
Abstract
The method suggested by Hotelling (1939) to test for a nonlinear parameter in a regression model is reviewed. Using the method of Weyl (1939), we derive a simple expression for the volume of a tube about a two dimensional manifold with boundary embedded in the unit sphere in I delta R sub n. Applications to testing for a single harmonic of undetermined frequency and phase and to testing for a change-point in linear regression are discussed. Keywords: Differential geometry.
Document Details
- Document Type
- Technical Report
- Publication Date
- Jan 01, 1988
- Accession Number
- ADA191189
Entities
People
- David Siegmund
- Mark Knowles
Organizations
- Stanford University