Deriving Tests of the Semi-Linear Regression Model Using the Density Function of a Maximal Invariant
by Jahar Bhowmik
Abstract: In the context of a general regression model in which some regression coefficients are of interest and others are purely nuisance parameters, we derive the density function of a maximal invariant statistic with the aim of testing for the inclusion of regressors (either linear or non-linear) in linear or semi-linear models. This allows the construction of the locally best invariant test, which in two important cases is equivalent to the one-sided t test for a regression coefficient in an artificial linear regression model. We consider a specific semi-linear model to apply the constructed test.
For More Information: contact Farshid Jamshidi. email: email@example.com