Bootstraping the general linear hypothesis test

Pedro Delicado and Manuel del Río

DES - Working Papers. Statistics and Econometrics. WS from Universidad Carlos III de Madrid. Departamento de Estadística

Abstract: We discuss the use of bootstrap methodology in hypothesis testing, focusing on the classical F-test for linear hypotheses in the linear model. A modification of the F-statistics which allows for resampling under the null hypothesis is proposed. This approach is specifically considered in the one-way analysis of variance model. A simulation study illustrating the behaviour of our proposal is presented.

Keywords: Bootstrap; F-test; General; linear; hypothesis; Hypothesis; testing; Linear; model; One-way; model; Resampling (search for similar items in EconPapers)
Date: 1993-02
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Journal Article: Bootstrapping the general linear hypothesis test (1994)
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Persistent link: https://EconPapers.repec.org/RePEc:cte:wsrepe:3702

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