A Test of the Mean Square Error Criterion for Restrictions in Linear Regression
线性回归中参数约束均方误差准则的检验
The objectives of this paper are to examine the mean square error criterion for rejecting or adopting restrictions on the parameter space in a regression model, and to develop a uniformly most powerful testing procedure for the criterion. We present a tabulation of critical points for the test for one restriction and selected points of the power function. The mean square error criterion suggests a framework for thinking about the problem of multicollinearity in a linear…