Estimation of the slope in linear non-normal structural relationships

M. Y. Wong

doi:10.1080/03610928308831159

Estimation of the slope in linear non-normal structural relationships

M. Y. Wong^*

^*Corresponding author for this work

Department of Mathematics

Research output: Contribution to journal › Journal Article › peer-review

2 Citations (Scopus)

Abstract

This paper studies the sensitivity to non-normality of the normal-theory test for the null hypothesis that the slope is a specific value against a two-sided alternative. Edgeworth expansion and thus the asymptotic variance for the normal-theory maximum likelihood estimator of the slope are derived.

Original language	English
Pages (from-to)	1-32
Number of pages	32
Journal	Communications in Statistics - Theory and Methods
Volume	22
Issue number	9
DOIs	https://doi.org/10.1080/03610928308831159
Publication status	Published - 1 Jan 1993

Keywords

Edgeworth expansion
Errors in variables
Joint cumulant
Maximum likelihood estimator

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10.1080/03610928308831159

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title = "Estimation of the slope in linear non-normal structural relationships",

abstract = "This paper studies the sensitivity to non-normality of the normal-theory test for the null hypothesis that the slope is a specific value against a two-sided alternative. Edgeworth expansion and thus the asymptotic variance for the normal-theory maximum likelihood estimator of the slope are derived.",

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AB - This paper studies the sensitivity to non-normality of the normal-theory test for the null hypothesis that the slope is a specific value against a two-sided alternative. Edgeworth expansion and thus the asymptotic variance for the normal-theory maximum likelihood estimator of the slope are derived.

KW - Edgeworth expansion

KW - Errors in variables

KW - Joint cumulant

KW - Maximum likelihood estimator

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DO - 10.1080/03610928308831159

M3 - Journal Article

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JO - Communications in Statistics - Theory and Methods

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ER -

Estimation of the slope in linear non-normal structural relationships

Abstract

Keywords

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