Alternate test statistics for a functional errors-in-variables model |
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Authors: | Serge B. Provost |
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Affiliation: | Department of Statistical and Actuarial Sciences , The University of Western Ontario , London, N6A 5B9, Canada |
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Abstract: | Some test statistics for the structural coefficients of simultaneous equations model often referred to as the multivariate linear functional relationship model are proposed in this article. The following cases are considered: the covariance matrix of errors is either unknown, known up to a proportionality factor, or completely known. The exact and approximate distributions of the proposed test statistics, as well as those of some that are known, are also given. |
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Keywords: | simultaneous equations models errors-in-variables models test of hypotheses exact density approximate density |
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