ArticleOriginal scientific text

Title

Testing hypotheses in universal models

Authors 1

Affiliations

  1. 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

Bibliography

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  3. C.R. Rao, Linear statistical inference and its applications, J. Wiley and Sons, New York-London-Sydney 1965.
  4. C.R. Rao and S.K. Mitra, Generalized inverse of matrices and its applications, J. Wiley and Sons, New York-London-Sydney-Toronto 1971.
  5. J. Ryšavý, Higher geodesy, Česká matice technická, Praha 1947 (in Czech).
Pages:
127-149
Main language of publication
English
Received
2006-01-11
Published
2006
Exact and natural sciences