Testing the Linear Regression Model Using Burr Critical Value and p-Value Approximations

Merran A. Evans and Tim R. L. Fry

No 267145, Department of Econometrics and Business Statistics Working Papers from Monash University, Department of Econometrics and Business Statistics

Abstract: The accuracy of Burr approximations of critical values and p-values is evaluated for the usual tests of the general linear regression model. These include tests for coefficients and autocorrelation and heteroscedasticity, based both on standard distributions and those for which the distribution is unknown. The results suggest that the Burr approximations are reasonably accurate and should prove useful both in applied research and in teaching.

Keywords: Research; Methods/Statistical; Methods (search for similar items in EconPapers)
Pages: 27
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Persistent link: https://EconPapers.repec.org/RePEc:ags:monebs:267145

DOI: 10.22004/ag.econ.267145

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