PROBABILITAS CAKUPAN INTERVAL KONFIDENSI DALAM REGRESI SETELAH DILAKUKAN UJI F AWAL (The coverage probabililty of confidence intervals in regression after a preliminary F test)
Consider a linear regression model with regression parameter β = (β1, ...,βp) and independent normal errors. Suppose the parameter of interest is θ = β, where a is specified. Define the s-diminsional parameter vector β , where C and t are specified. Suppose that we carry out a preliminary F te...
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| Main Authors: | , |
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| Format: | Theses and Dissertations NonPeerReviewed |
| Published: |
[Yogyakarta] : Universitas Gadjah Mada
2013
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| Online Access: | https://repository.ugm.ac.id/118599/ http://etd.ugm.ac.id/index.php?mod=penelitian_detail&sub=PenelitianDetail&act=view&typ=html&buku_id=58574 |
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| Institution: | Universitas Gadjah Mada |