LAD-based Tests for Linear Hypothesis in Censored Regression Models
Author(s): CUI Wenquan
Pages: 511-523
Year: 2004 Issue: 5
Journal: JOURNAL OF UNIVERSITY OF SCIENCE AND TECHNOLOGY OF CHINA
Keyword: local alternative hypothesis; linear hypothesis testing; censored regression model; asymptotical distribution;
Abstract: Zhao(Linear hypothesis testing in censored regression models.Statistica Sinica, 2004, 1: 333-347) proposed some test statistics for testing linear hypothesis in a censored regression (or censored "Tobit") model and established the asymptotic distributions of these tests under the null hypothesis. Asymptotic distributions of the test statistics are established under local alternative hypothesis. Simulations are carried out to study the finite-sample behaviors of these tests.
Pages: 511-523
Year: 2004 Issue: 5
Journal: JOURNAL OF UNIVERSITY OF SCIENCE AND TECHNOLOGY OF CHINA
Keyword: local alternative hypothesis; linear hypothesis testing; censored regression model; asymptotical distribution;
Abstract: Zhao(Linear hypothesis testing in censored regression models.Statistica Sinica, 2004, 1: 333-347) proposed some test statistics for testing linear hypothesis in a censored regression (or censored "Tobit") model and established the asymptotic distributions of these tests under the null hypothesis. Asymptotic distributions of the test statistics are established under local alternative hypothesis. Simulations are carried out to study the finite-sample behaviors of these tests.
Related Articles