Finite-sample distributions of the Wald, likelihood ratio, and Lagrange multiplier test statistics in the classical linear model

DOI10.1080/03610926.2015.1096397zbMATH Open1391.62024OpenAlexW2563704491MaRDI QIDQ5349069

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Publication date: 23 August 2017

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2015.1096397

zbMATH Keywords

linear regression modelgeneralized beta distributionfinite-sample distribution

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03) Exact distribution theory in statistics (62E15) Characterization and structure theory of statistical distributions (62E10)

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