Abstract
In a linear model Y ∼ (Xβ, σ 2 I), powers of tests of H0: H′Xβ= 0 are developed following Pearson’s (1900) formulation. The class considered comprises all tests based on linear statistics A′ Y that have expected value 0 under H0. The standard F-statistic, which is in this class, has good power properties, but others may be preferred in some settings.
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© 2009 Mathematical Institute, Slovak Academy of Sciences
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