Power analysis for linear models with spherical errors

Wei-Jing Wang, Martin T. Wells

研究成果: Article同行評審

1 引文 斯高帕斯(Scopus)

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.

原文American English
頁(從 - 到)155-171
頁數17
期刊Journal of Statistical Planning and Inference
108
發行號1-2
DOIs
出版狀態Published - 1 11月 2002

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