Nonnormal Linear Regression; An Example of Significance Levels in High Dimensions
非正态线性回归:高维显著性水平计算的一个例子
Analysis of nonnormal linear models leads to an initial conditioning on the standardized residuals, giving an unnormed density on Rk, where k is the number of parameters. To obtain an observed level of significance for a single parameter it is then necessary to calculate a marginal probability, thus requiring integration in k dimensions. In this paper a conditional approach to evaluating the observed level of significance is developed, and an importance sampling technique is…