| A TEST FOR SPHERICITY OF ERRORS IN LINEAR MODELS |
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| 引用本文： | WANG Songgui(Institute of Statistics,Beijing Polytechnic University,Beijing 100022,China)(Institute of Applied of Mathematics,Academia Sinica,Beijing 100080,China)YANG Zhenhai(Institute of Statistics,Beijing Polytechnic University,Beijing 100022. A TEST FOR SPHERICITY OF ERRORS IN LINEAR MODELS[J]. 系统科学与复杂性, 1997, 0(3) |
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| 作者姓名： | WANG Songgui(Institute of Statistics Beijing Polytechnic University Beijing 100022 China)(Institute of Applied of Mathematics Academia Sinica Beijing 100080 China)YANG Zhenhai(Institute of Statistics Beijing Polytechnic University Beijing 100022 |
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| 作者单位： | WANG Songgui(Institute of Statistics，Beijing Polytechnic University，Beijing 100022，China)(Institute of Applied of Mathematics，Academia Sinica，Beijing 100080，China)YANG Zhenhai(Institute of Statistics，Beijing Polytechnic University，Beijing 100022 |
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| 摘 要： | 1.IntroductionConsideragenerallinearmodelwhereyisannx1vectorofobservations,Xisannxpdesignmatrixwithrankp,Pisapx1vectorofparameters,e~(el,'',e.)'isavectorofrandomerrors.Inthestatisticalliterature,itisoftenassumedthatei,i~1,'')ushavetheindependentnormaldi…
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A TEST FOR SPHERICITY OF ERRORS IN LINEAR MODELS |
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| WANG Songgui. A TEST FOR SPHERICITY OF ERRORS IN LINEAR MODELS[J]. Journal of Systems Science and Complexity, 1997, 0(3) |
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| Authors: | WANG Songgui |
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| Abstract: | For a general linear model, spherical distributions are often considered whenerrors do not have normal distribution. Several authors[1-3] studied the least squaresand James-Stein estimations for a linear model whose errors follow multivariate t or moregeneral spherical distributions. In this paper the test problem for sphericity of errors isconsidered. We propose an exact test for the sphericity by using the conditional probabilityintegral transformation and another transformation. As an important special case, thecorresponding test statistics for multivariate t distribution are obtained. |
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| Keywords: | Spherical distribution multivariate t-distribution conditional probability integral transformation Pearson's product test multivariate Cauchy distribution. |
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