Title of article :
One-sided tests for independence of seemingly unrelated regression equations
Author/Authors :
Kurata، نويسنده , , Hiroshi، نويسنده ,
Issue Information :
دوفصلنامه با شماره پیاپی سال 2004
Pages :
14
From page :
393
To page :
406
Abstract :
In a seemingly unrelated regression model with p(⩾2) equations, this paper considers the problem of testing independence of equations against a one-sided alternative hypothesis. The power functions of invariant tests are evaluated and the locally most mean powerful invariant test is obtained.
Keywords :
seemingly unrelated regression model , Independence , One-sided hypothesis , Invariance , Locally most mean powerful test
Journal title :
Journal of Multivariate Analysis
Serial Year :
2004
Journal title :
Journal of Multivariate Analysis
Record number :
1558008
Link To Document :
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