Random weightingT-statistics in linear regression models
Copyright policy ) Shi, Jian; Zheng, Zhongguo;
Random weightingT-statistics in linear regression models
Summary: We have constructed a random weighting statistic to approximate the distribution of the Studentized least square estimator in a linear regresion model with ideal accuracy \(o(n^{- 1/2})\). Thus, we have provided a more practical distribution approximation method.
- Peking University China (People's Republic of)
studentized least square estimator, conditional Edgeworth expansions, Edgeworth expansion, Linear regression; mixed models, Asymptotic distribution theory in statistics, \(T\)-statistic, random weighting approximation
studentized least square estimator, conditional Edgeworth expansions, Edgeworth expansion, Linear regression; mixed models, Asymptotic distribution theory in statistics, \(T\)-statistic, random weighting approximation
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This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
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