Testing

Jay H. Beder
Additional contact information
Jay H. Beder: University of Wisconsin–Milwaukee

Chapter Chapter 4 in Linear Models and Design, 2022, pp 79-150 from Springer

Abstract: Abstract This chapter gives an extended exposition of the theory of hypothesis testing and confidence sets in a linear model. Considering both regression and factorial models, we revisit the relevant lattice of subspaces of the parameter space, and study in detail the link between them and subspaces of the observation space, a link afforded by the regression/design matrix X. Using this, we examine the relationship between adjusted and sequential sums of squares, exploring the cases where they agree and approaches to take when they don’t. After discussing confidence sets and the Scheffé method of simultaneous inference, we conclude with an introduction to hypothesis testing in variance components models.

Date: 2022
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:978-3-031-08176-7_4

Ordering information: This item can be ordered from
http://www.springer.com/9783031081767

DOI: 10.1007/978-3-031-08176-7_4

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 ().