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New Estimators of Disturbances in Regression Analysis
回归分析中扰动项的新估计量
In this article, an alternative v for the vector û of least-squares residuals in the linear model is derived. It is best in the class of all linear unbiased estimators' of u having a certain fixed covariance matrix chosen a priori. Under the normality assumption, the distribution of the Von Neumann Ratio based on v is independent of the regression vectors, so that v is particularly useful for testing on serial correlation of the disturbances. It is pointed out that the…
A Comparison between the Power of the Durbin-Watson Test and the Power of the Blus Test
Durbin–Watson 检验与 BLUS 检验的功效比较
In an earlier paper [5] the authors compared the power of the BLUS test with the probability of a correct decision of the Durbin-Watson bounds test. A method to compute the distribution of the Von Neumann ratio under the null hypothesis and under the alternative hypothesis was given. In the present paper the latter method is used to tabulate the BLUS-test statistic and to compute the exact significance points of the Durbin-Watson test for several examples. Powers of both…
A Comparison Between the Power of the Durbin-Watson Test and the Power of the BLUS Test
Durbin–Watson 检验与 BLUS 检验的功效比较
In an earlier paper [5] the authors compared the power of the BLUS test with the probability of a correct decision of the Durbin-Watson bounds test. A method to compute the distribution of the Von Neumann ratio under the null hypothesis and under the alternative hypothesis was given. In the present paper the latter method is used to tabulate the BLUS-test statistic and to compute the exact significance points of the Durbin-Watson test for several examples. Powers of both…