Literaturnachweis - Detailanzeige
Autor/inn/en | Chan, Wai; und weitere |
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Titel | A Note on Using an Unbiased Weight Matrix in the ADF Test Statistic. |
Quelle | In: Multivariate Behavioral Research, 30 (1995) 4, S.453-59 |
Sprache | englisch |
Dokumenttyp | gedruckt; Zeitschriftenaufsatz |
ISSN | 0027-3171 |
Schlagwörter | Equations (Mathematics); Estimation (Mathematics); Matrices; Sample Size; Simulation; Statistical Bias; Statistical Distributions; Test Construction |
Abstract | It is suggested that using an unbiased estimate of the weight matrix may eliminate the small or intermediate sample size bias of the asymptotically distribution-free (ADF) test statistic. Results of simulations show that test statistics based on the biased estimator or the unbiased estimate are highly similar. (SLD) |
Erfasst von | ERIC (Education Resources Information Center), Washington, DC |