A Treatise on Testing General Linear Hypothesis in Stochastic Linear Regression Model

  • Authors

    • C. Narayana
    • B. Mahaboob
    • B. Venkateswarlu
    • J. Ravi sankar
    • P. Balasiddamuni
    2018-10-02
    https://doi.org/10.14419/ijet.v7i4.10.21223
  • OLS estimator, OLS residuals, RLS estimator, linear hypothesis, RLS residual vector, General linear hypothesis, PRESS, GLS, BLUS, BAVS, RSURE, stochastic linear regression model, studentized residuals, RLS estimators.

  • Abstract

    The main objective of this research article is to propose test statistics for testing general linear hypothesis about parameters in stochastics linear regression model using studentized residuals, RLS estimates and unrestricted internally studentized residuals. In 1998, M. Celia Rodriguez -Campos et.al [1] introduced a new test statistics to test the hypothesis of a generalized linear model in a regression context with random design. Li Cai et.al [2] provide a new test statistic for testing linear hypothesis in an OLS regression model that not assume homoscedasticity. P. Balasiddamuni et.al [3] proposed some advanced tools for mathematical and stochastical modelling.

     

     

  • References

    1. [1] M. Celia Rodrignez-Campos Wenceslao ‘Manteiga and Ricardo Cao, “Testing the hypothesis of a generalized linear regression model using nonparametric regression estimationâ€, Journal of statistical planning and inference, (1998), Pp: 99-122.

      [2] Li Cai, Andraw F. Hayes, “A new test of linear hypothesis in OLS regression under heteroscedasticity of unknown formâ€, Journal of Education and behavioral statisticsâ€, Vol. (33), (2008), Pp: 21-40.

      [3] Balasiddamuni, P. et.al., “Advanced Tools for Mathematical and Stochastic Modelingâ€, Proceedings of the International Conference on Stochastic Modeling and Simulation, Allied Publishers, (2011).

      [4] Byron J.T. Morgan, “Applied stochastic Modellingâ€, CRC Press, (2008), 978-1-58488-666-2.

      [5] Berry L. Nelson, (1995), “Stochastic Modeling, Analysis and Simulationâ€, McGraw-Hill, (1995), 978-0070462137.

      [6] Nelson, B.L. “Stochastic Modellingâ€, McGraw-Hill, New York, (1995), 0-486-47770-3.

      [7] Taylor, H.M. and Samuel karlin, “An Introduction to Stochastic Modelingâ€, Academic Press, London, (1998), 978-0-12-684887-87

      [8] Nafeez Umar, S. and Balasiddamuni, P, “Statistical Inference on Model Specification in Econometricsâ€, LAMBERT Academic Publishing, Germany, (2013).

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  • How to Cite

    Narayana, C., Mahaboob, B., Venkateswarlu, B., Ravi sankar, J., & Balasiddamuni, P. (2018). A Treatise on Testing General Linear Hypothesis in Stochastic Linear Regression Model. International Journal of Engineering & Technology, 7(4.10), 539-542. https://doi.org/10.14419/ijet.v7i4.10.21223

    Received date: 2018-10-07

    Accepted date: 2018-10-07

    Published date: 2018-10-02