Abstract
Given the first multivariate normal linear regression model with (p+q)×n Y and p×n Y1, and the second additional multivariate normal linear regression model Y0=B1Z+E1, with Y0 pxm, m ≥ n, Sarkar (1981) poses the following hypothesis testing problem. Test B2v=0 against B2 ≠ 0 given B1=0 and a specified V. He provides an ad hoc nuisance parameter removal test for this problem. A slightly different ad hoc nuisance parameter removal test for this problem, whose derivation is based on generalized Sverdrup's lemma, Kabe (1965), is presented in this paper.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
