A note on the effects of linear approximation on hypothesis testing

Anil K. Bera; Ray Byron

doi:10.1016/0165-1765(83)90045-9

A note on the effects of linear approximation on hypothesis testing

Research output: Contribution to journal › Article › peer-review

Abstract

In this note we demonstrate that the use of a linear approximation model may effect the usual F-test for linear hypothesis when the true model is non-linear.

Original language	English (US)
Pages (from-to)	251-254
Number of pages	4
Journal	Economics Letters
Volume	12
Issue number	3-4
DOIs	https://doi.org/10.1016/0165-1765(83)90045-9
State	Published - 1983
Externally published	Yes

ASJC Scopus subject areas

Finance
Economics and Econometrics

Online availability

10.1016/0165-1765(83)90045-9

Library availability

Discover UIUC Full Text

Cite this

@article{11ba3c61d36e4de29bee84040d6c33b7,

title = "A note on the effects of linear approximation on hypothesis testing",

abstract = "In this note we demonstrate that the use of a linear approximation model may effect the usual F-test for linear hypothesis when the true model is non-linear.",

author = "Bera, {Anil K.} and Ray Byron",

year = "1983",

doi = "10.1016/0165-1765(83)90045-9",

language = "English (US)",

volume = "12",

pages = "251--254",

journal = "Economics Letters",

issn = "0165-1765",

publisher = "Elsevier B.V.",

number = "3-4",

}

TY - JOUR

T1 - A note on the effects of linear approximation on hypothesis testing

AU - Bera, Anil K.

AU - Byron, Ray

PY - 1983

Y1 - 1983

N2 - In this note we demonstrate that the use of a linear approximation model may effect the usual F-test for linear hypothesis when the true model is non-linear.

AB - In this note we demonstrate that the use of a linear approximation model may effect the usual F-test for linear hypothesis when the true model is non-linear.

UR - http://www.scopus.com/inward/record.url?scp=49049124326&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=49049124326&partnerID=8YFLogxK

U2 - 10.1016/0165-1765(83)90045-9

DO - 10.1016/0165-1765(83)90045-9

M3 - Article

AN - SCOPUS:49049124326

SN - 0165-1765

VL - 12

SP - 251

EP - 254

JO - Economics Letters

JF - Economics Letters

IS - 3-4

ER -

A note on the effects of linear approximation on hypothesis testing

Abstract

ASJC Scopus subject areas

Online availability

Library availability

Related links

Fingerprint

Cite this