An Exact t-Test
一个精确 t 检验
Multivariate linear regression and randomization-based inference are two essential methods in statistics and econometrics. Nevertheless, the problem of producing a randomized test for the value of a single regression coefficient that is exactly valid when errors are exchangeable, and which is asymptotically valid for the best linear predictor, has remained elusive. In this paper, we produce a test that is exactly valid with exchangeable errors and which allows for general…