Operational Techniques and Tables for Making Weak MSE Tests for Restrictions in Regressions

Loading...
Thumbnail Image

Date

1972

Authors

Wallace, Dudley

Journal Title

Journal ISSN

Volume Title

Repository Usage Stats

289
views
445
downloads

Abstract

Tables of critical points for the noncentral F are presented with noncentrality equal to 1/2 of numerator degrees of freedom for denominator degrees of freedom of 1-30, 40, 60, 120, 200, 400, and 1,000, and numerator degrees of freedom of 1-30, 40, 60, 120, and 200, and type one errors of 0.05, 0.10, 0.25, and 0.50. These critical points can be used to test the second weak MSE criterion discussed in the companion paper [2]. An approximation is suggested for noncentral F(θ), and accuracy checks are given. An appendix provides a Fortran function for the approximation. The approximation is intended for using the first weak MSE test discussed in the companion paper.

Department

Description

Provenance

Citation


Unless otherwise indicated, scholarly articles published by Duke faculty members are made available here with a CC-BY-NC (Creative Commons Attribution Non-Commercial) license, as enabled by the Duke Open Access Policy. If you wish to use the materials in ways not already permitted under CC-BY-NC, please consult the copyright owner. Other materials are made available here through the author’s grant of a non-exclusive license to make their work openly accessible.