Tables for the Mean Square Error Test for Exact Linear Restrictions in Regression
- 1 December 1969
- journal article
- research article
- Published by JSTOR in Journal of the American Statistical Association
- Vol. 64 (328) , 1649
- https://doi.org/10.2307/2286097
Abstract
A table is presented containing critical points for the non-central F with non-centrality of one-half for type one error .05, .10, .25 and .50 and numerator and denominator d.f. including 1–30, 40, 60, 120, 200, 400, 1000. The critical points may be used to test the hypothesis that a set of exact linear restrictions imposed on the parameters of a linear model yield estimators that are better in generalized MSE than the unrestricted, o.l.s., estimators. Tabulation is discussed and some examples are presented on how the tables may be used.Keywords
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