Please help me understand something: In a linear regression framework we test for linear hypothesis $H_0: R\beta-q=0$ using an F-test. Following Greene's "Econometrics Analysis" 7th edition page 118: ...
How do I test for a "location shift" in something like the mean or median if the shape of the distribution has changed quite significantly between groups? Often an experimental intervention seems to ...
I have a heavy tailed logNormal distribution and i want to know if it's possible to make a linear regression in order to compute R² and slope for this data. I make my linear regression on computed ...
I am trying to test the null $E[X] = 0$, against the local alternative $E[X] > 0$, for a random variable $X$, subject to mild to medium skew and kurtosis of the random variable. Following ...