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An apparent gap in the proof of Creasy's t test is filled and some false statements on this topic, found in the literature, are corrected. Creasy's test is shown to be identical with Williams' t test. The latter can be generalized to the multivariate case of a linear functional relationship.
Persistent link: https://www.econbiz.de/10005153109
We consider a Poisson model, where the mean depends on certain covariates in a log-linear way with unknown regression parameters. Some or all of the covariates are measured with errors. The covariates as well as the measurement errors are both jointly normally distributed, and the error...
Persistent link: https://www.econbiz.de/10005160548
The principal components of a vector of random variables are related to the common factors of a factor analysis model for this vector. Conditions are presented under which components and factors as well as factor proxies come close to each other. A similar analysis is carried out for the...
Persistent link: https://www.econbiz.de/10005199353