Recently, there has been increased interest in issues related to functional linear regression models with points of impact. While the estimation of model parameters with a scalar response has been considered in
Hypothesis Tests for Constrained Linear Regression. Learn more about hypothesis tests, constrained linear regression MATLAB
In this chapter we consider (linear) hypothesis testing in the linear model under the normality assumption. We establish the properties of the t-test and the F-test and provide an interpretation of the F test in terms of goodness of fit. We also define the trinity of likelihood tests for ...
The estimator is an easily computable function of the observed inputs and outputs . These two properties are used to derive the asymptotic distribution of the test statistics used in hypothesis testing. Test of a restriction on a single coefficient (z test)In a z test the null hypothesis is ...
In this note, we analyze the sampling performance of the two-stage test that tests the linear hypothesis on regression coefficients after a pre-test for disturbance variance. It is shown that the two-stage test has a serious upward bias in size when the degrees of freedom is small, but it...
This MATLAB function computes the p-value for an F-test that all coefficient estimates in mdl, except for the intercept term, are zero.
This MATLAB function computes the p-value for an F test that all coefficient estimates in mdl, except the intercept term, are zero.
Linear mixed modelNested error regression modelConsider the problem of testing the linear hypothesis on regression coefficients in the nested error regression model. The standard F-test statistic based on the ordinary least squares (OLS) estimator has the serious shortcoming that its type I error ...
The expected power is obtained from the power function and the observed power is exhibited by Monte Carlo method. It reduces to the classical test for linear trends in proportions on setting the margin equal to zero. The agreement between the expected and the observed power is excellent. It ...
Multinomial regression model object, specified as a MultinomialRegression model object created with the fitmnr function. H— Hypothesis matrix numeric index matrix | logical matrix Hypothesis matrix, specified as a full-rank numeric index matrix of size r-by-s, where r is the number of linear co...