HANDBOOK OF ECONOMETRICS 14

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关键词：econometrics Econometric handbook metrics econom econometrics handbook

Chapter 14
MULTIPLE HYPOTHESIS TESTING
N. E. SAVIN*
Triniq College, Cumhridge
Contents
1. Introduction 828
2. t and F tests 830
2.1. The model 830
2.2. Tests 831
2.3. Critical values-finite induced test 833
2.4. Acceptance regions 835
3. Induced tests and simultaneous confidence intervals 843
3.1. Separate hypotheses 843
3.2. Finite induced test- 4 of primary interest 844
3.3. Infinite induced test-Scheffe test 848
3.4. Finite induced test- 4 of secondary interest 855
3.5. Simultaneous confidence intervals 857
4. The power of the Bonferroni and Scheffk tests 860
4.1. Background 860
4.2. Power contours 861
4.3. Average powers 862
4.4. The problem of multicollinearity 867
5. Large sample induced tests 871
6. Empirical examples 874
6.1. Textile example 874
6.2. Klein’s Model I example 876
References 877

Chapter 14
MULTIPLE HYPOTHESIS TESTING
N. E. SAVIN*
Triniq College, Cumhridge
Contents
1. Introduction 828
2. t and F tests 830
2.1. The model 830
2.2. Tests 831
2.3. Critical values-finite induced test 833
2.4. Acceptance regions 835
3. Induced tests and simultaneous confidence intervals 843
3.1. Separate hypotheses 843
3.2. Finite induced test- 4 of primary interest 844
3.3. Infinite induced test-Scheffe test 848
3.4. Finite induced test- 4 of secondary interest 855
3.5. Simultaneous confidence intervals 857
4. The power of the Bonferroni and Scheffk tests 860
4.1. Background 860
4.2. Power contours 861
4.3. Average powers 862
4.4. The problem of multicollinearity 867
5. Large sample induced tests 871
6. Empirical examples 874
6.1. Textile example 874
6.2. Klein’s Model I example 876
References 877