Asymptotic Validity of F Tests for the Ordinary Linear Model and the Multiple Correlation Model

DOI10.2307/2287177zbMath0456.62021OpenAlexW4251755646MaRDI QIDQ3906251

Steven F. Arnold

Publication date: 1980

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2287177

zbMATH Keywords

linear modelnonnormalityasymptotic validity of F testsmultiple correlation model

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric tests (62F05)

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Robust measures of association in the correlation model ⋮ Uniformly valid confidence intervals post-model-selection ⋮ Adjustments of Rao's score test for distributional and local parametric misspecifications ⋮ Goodness-of-fit testing-based selection for large-\(p\)-small-\(n\) problems: a two-stage ranking approach ⋮ A Generalized Levene's Scale Test for Variance Heterogeneity in the Presence of Sample Correlation and Group Uncertainty ⋮ The impact of Levene's test of equality of variances on statistical theory and practice ⋮ The limiting distribution of theF-statistic from nonnormal universes ⋮ Bayesian multi-way balanced nested MANOVA models with random effects and a large number of the main factor levels ⋮ The asymptotic validity of invariant procedures for the repeated measures model and multivariate linear model ⋮ A note on Levene's tests for equality of variances

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