Hypothesis Testing When a Linear Regression is Estimated by Biased Estimators

For a broad class of linear biased estimators, we establish conditions under which the F statistic based on biased estimators is identical to the F statistic based on least-squares estimator. Several biased estimators in the literature are shown to satisfy these conditions

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Year of publication:	2012
Authors:	Deng, Ai
Publisher:	[2012]: [S.l.] : SSRN
Subject:	Schätztheorie \| Estimation theory \| Statistischer Test \| Statistical test \| Regressionsanalyse \| Regression analysis

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Extent:	1 Online-Ressource (8 p)
Type of publication:	Book / Working Paper
Language:	English
Notes:	Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 1, 2012 erstellt
Other identifiers:	10.2139/ssrn.2106192 [DOI]
Classification:	C2 - Econometric Methods: Single Equation Models ; C12 - Hypothesis Testing
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10013103793