M-tests for multivariate regression model
The M-estimation method is used to define the unrestricted test, restricted test and pre-test test (PTT) for testing the intercept vector of a multivariate simple regression model when it is a priori suspected that the slope vector has some specified values. The asymptotic distribution of the test s...
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| Main Authors: | , |
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| Format: | Article |
| Published: |
Taylor and Francis
2011
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| Subjects: | |
| Online Access: | http://eprints.um.edu.my/2169/ https://doi.org/10.1080/10485252.2010.503896 |
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