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Document type:
Zeitschriftenaufsatz 
Author(s):
Holzmann, H., Min, A., Czado, C. 
Title:
Validating linear restrictions in linear regression models with general error structure. 
Abstract:
A new method for testing linear restrictions in linear regression models is suggested. It allows to validate the linear restriction, up to a specified approximation error and with a specified error probability. The test relies on asymptotic normality of the test statistic, and therefore normality of the errors in the regression model is not required. In a simulation study the performance of the suggested method for model selection purposes, as compared to standard model selection crite...    »
 
Keywords:
asymptotic normality, linear regression, model selection, model validation 
Journal title:
Discussion Paper 478 beim SFB 386 "Diskrete Strukturen" 
Year:
2006 
Reviewed:
ja 
Language:
en 
Semester:
SS 11 
Format:
Text