Significance test for linear regression: how to test without P-values?
From MaRDI portal
Publication:5861567
DOI10.1080/02664763.2020.1748180OpenAlexW3014761495MaRDI QIDQ5861567
Paravee Maneejuk, Woraphon Yamaka
Publication date: 1 March 2022
Published in: Journal of Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02664763.2020.1748180
Related Items (4)
The impact of public expenditure on economic growth of provinces and cities in the southern key economic zone of Vietnam: Bayesian approach ⋮ The impact of oil shock on exchange rates in BRICS countries: a Markov switching model ⋮ Developed and emerging stock markets volatility during the global pandemic of coronavirus disease 2019 (COVID-19): dynamic correlation approach ⋮ A convex combination approach for Markov switching CAPM of interval data
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Prediction of future observations using belief functions: a likelihood-based approach
- Perspectives on the theory and practice of belief functions
- Rejoinder on ``Likelihood-based belief function: justification and some extensions to low-quality data
- Bayes Factors
- Calibration ofρValues for Testing Precise Null Hypotheses
- Moving to a World Beyond “p < 0.05”
- The ASA Statement on p-Values: Context, Process, and Purpose
- How the Maximal Evidence of P-Values Against Point Null Hypotheses Depends on Sample Size
This page was built for publication: Significance test for linear regression: how to test without P-values?