ArticleOriginal scientific text
Title
Testing hypotheses in universal models
Authors 1
Affiliations
- Department of Mathematical Analysis and Applied Mathematics Faculty of Science, Palacký University Tomkova 40, 779 00 Olomouc, Czech Republic
Abstract
A linear regression model, when a design matrix has not full column rank and a covariance matrix is singular, is considered. The problem of testing hypotheses on mean value parameters is studied. Conditions when a hypothesis can be tested or when need not be tested are given. Explicit forms of test statistics based on residual sums of squares are presented.
Keywords
universal linear model, unbiased estimator, tests hypotheses
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