Testing Restrictions In Linear Statistical Models - Restricted Least Squares Estimation

In the Present Book Chapter - I is an introductory one. It contains the general introduction about the problem of testing linear restrictions on the parameters of the linear regression models, Chapter - II describes the concept and the estimation of parameters of linear model subject to the linear restrictions. Chapter - III deals with the review about the various tests for linear restrictions in the linear statistical models including Wald, Likelihood Ratio and Lagrange Multiplier tests. Chapter - IV gives the details about the various problems of testing equality between sets of regression coefficients in linear regression models, Chapter - V proposes some new criteria for testing linear restrictions on parameters in linear statistical models. Chapter - VI presents the conclusions. Several selected references for the present research work have been given under the title "BIBLIOGRAPHY".

A propos de l'auteur

He is a Associate Professor in Statistics, Department of Statistics, S.V.G.S Degree College Nellore, SPSR NELLORE District. He has 29 years of Teaching and Research Expereience. He published 1 book, 5 articles in International Journals. He presented 11 research papers in various National /International Conferences, Seminars and Symposiums.

Détails du produit

• Auteurs: Nag, R. V. S. S. Nagabhushana Rao, R.V.S.S. Nagabhushana Rao, Balasiddamun Pagadala, Balasiddamuni Pagadala, K V S D Vara Prasad, K V S D P Vara Prasad, K. V. S. D. P. Vara Prasad, K.V.S.D.P. Vara Prasad
• Edition: LAP Lambert Academic Publishing
• Langues: Anglais
• Format d'édition: Livre de poche
• Sortie: 01.01.2014
• EAN: 9783659502866
• ISBN: 978-3-659-50286-6
• Pages: 116
• Catégorie: Sciences naturelles, médecine, informatique, technique > Mathématiques > Théorie des probabilités, stochastique, statistiques