標題: | Power analysis for linear models with spherical errors |
作者: | Wang, WJ Wells, MT 統計學研究所 Institute of Statistics |
關鍵字: | dispersion;elliptically and spherically symmetric distributions;kurtosis;linear models;power;tail behavior |
公開日期: | 1-十一月-2002 |
摘要: | In this article, we consider testing a general linear hypothesis for a regression model when the error distribution belongs to the class of spherical distributions. The distributional robustness of the F-statistics under a null hypothesis for spherically symmetric distributions is well understood. This invariance property, however, does not hold under the alternative hypothesis. Motivated by a simplified example, we study the relationship between power of the test and the error distribution's dispersion and kurtosis. We find that these two parameters are not sufficiently precise measures for determining the power behavior of a test. (C) 2002 Elsevier Science B.V. All rights reserved. |
URI: | http://dx.doi.org/10.1016/S0378-3758(02)00276-8 http://hdl.handle.net/11536/28440 |
ISSN: | 0378-3758 |
DOI: | 10.1016/S0378-3758(02)00276-8 |
期刊: | JOURNAL OF STATISTICAL PLANNING AND INFERENCE |
Volume: | 108 |
Issue: | 1-2 |
起始頁: | 155 |
結束頁: | 171 |
顯示於類別: | 期刊論文 |