| Registro completo |
| Provedor de dados: |
AgEcon
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| País: |
United States
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| Título: |
A Simple Lagrange Multiplier F-Test for Multivariate Regression Models
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| Autores: |
Beatty, Timothy K.M.
LaFrance, Jeffrey T.
Yang, Muzhe
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| Data: |
2006-02-06
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| Ano: |
2005
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| Palavras-chave: |
Research Methods/ Statistical Methods
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| Resumo: |
This paper proposes a straightforward, easy to implement approximate F-test which is useful for testing restrictions in multivariate regression models. We derive the asymptotics for our test statistic and investigate its finite sample properties through a series of Monte Carlo experiments. Both theory suggests and simulations confirm that our approach will result in strictly better inference than the leading alternative
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| Tipo: |
Working or Discussion Paper
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| Idioma: |
Inglês
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| Identificador: |
19764
http://purl.umn.edu/25074
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| Editor: |
AgEcon Search
|
| Relação: |
University of California, Berkeley>Department of Agricultural and Resource Economics>CUDARE Working Papers
CUDARE Working Paper 996
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| Formato: |
21
application/pdf
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