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Ludwig-Maximilians-Universität München (LMU) >
Sonderforschungsbereich 386: Statistische Analyse diskreter Strukturen, Universität München (LMU) >
Discussion papers, SFB 386, LMU München >
Please use this identifier to cite or link to this item:
http://hdl.handle.net/10419/31063
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Full metadata record
| DC Field | | Value | | Language |
| dc.contributor.author | | Holzmann, Hajo | | en_US |
| dc.contributor.author | | Min, Aleksey | | en_US |
| dc.contributor.author | | Czado, Claudia | | en_US |
| dc.date.accessioned | | 2006-09-07 | | en_US |
| dc.date.accessioned | | 2010-05-14T10:10:02Z | | - |
| dc.date.available | | 2010-05-14T10:10:02Z | | - |
| dc.date.issued | | 2006 | | en_US |
| dc.identifier.pi | | urn:nbn:de:bvb:19-epub-1846-3 | | - |
| dc.identifier.uri | | http://hdl.handle.net/10419/31063 | | - |
| dc.description.abstract | | A new method for testing linear restrictions in linear regression models is suggested. It allows to validate the linear restriction, up to a specified approximation error and with a specified error probability. The test relies on asymptotic normality of the test statistic, and therefore normality of the errors in the regression model is not required. In a simulation study the performance of the suggested method for model selection purposes, as compared to standard model selection criteria and the t-test, is examined. As an illustration we analyze the US college spending data from 1994. | | en_US |
| dc.language.iso | | eng | | en_US |
| dc.publisher | | Techn. Univ.; Sonderforschungsbereich 386, Statistische Analyse Diskreter Strukturen München | | en_US |
| dc.relation.ispartofseries | | Discussion paper // Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München 478 | | en_US |
| dc.subject.ddc | | 310 | | en_US |
| dc.subject.keyword | | asymptotic normality | | en_US |
| dc.subject.keyword | | linear regression | | en_US |
| dc.subject.keyword | | model selection | | en_US |
| dc.subject.keyword | | model validation | | en_US |
| dc.title | | Validating linear restrictions in linear regression models with general error structure | | en_US |
| dc.type | | Working Paper | | en_US |
| dc.identifier.ppn | | 51717104X | | en_US |
| dc.rights | | http://www.econstor.eu/dspace/Nutzungsbedingungen | | - |
| Appears in Collections: | | Discussion papers, SFB 386, LMU München
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