One-sided tests for independence of seemingly unrelated regression equations

Authors :: Hiroshi Kurata
Source :: Journal of Multivariate Analysis. 90(2):393-406
Publication Year :: 2004
Publisher :: Elsevier BV, 2004.
Abstract: In a seemingly unrelated regression model with p(⩾2) equations, this paper considers the problem of testing independence of equations against a one-sided alternative hypothesis. The power functions of invariant tests are evaluated and the locally most mean powerful invariant test is obtained.

Subjects :: Statistics and Probability
Numerical Analysis
Multivariate analysis
Alternative hypothesis
Invariance
Regression analysis
Independence
Invariant (physics)
Seemingly unrelated regressions
One sided
Statistics
Applied mathematics
Seemingly unrelated regression model
Statistics, Probability and Uncertainty
One-sided hypothesis
Locally most mean powerful test
Power function
Mathematics
Statistical hypothesis testing

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