Inference for Estimable and Predictable Functions

Dale L. Zimmerman
Additional contact information
Dale L. Zimmerman: University of Iowa, Department of Statistics and Actuarial Science

Chapter 15 in Linear Model Theory, 2020, pp 387-450 from Springer

Abstract: Abstract As regards the estimation of estimable functions of β and the prediction of predictable functions of β and u, we have, to this point in our development, considered only point estimation and prediction. Now that we have added distribution theory related to the multivariate normal distribution to our arsenal, we may consider interval and “regional” estimation/prediction and hypothesis testing for such functions under normal linear models. Furthermore, we may use hypothesis testing or other procedures that require a normality assumption to choose the linear model upon which further inferences may be based. This chapter takes up all of these topics.

Date: 2020
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-030-52063-2_15

Ordering information: This item can be ordered from
http://www.springer.com/9783030520632

DOI: 10.1007/978-3-030-52063-2_15

Access Statistics for this chapter

More chapters in Springer Books from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().