Random weightingT-statistics in linear regression models |
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| Authors: | Jian Shi Zhongguo Zheng |
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| Institution: | (1) Department of Probability and Statistics, Peking University, 100871 Beijing, People's Republic of China |
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| Abstract: | In this paper, we have constructed a random weighting statistic to approximate the distribution of studentized least square estimator in a linear regression model with ideal accuracyo(n
–1/2). Thus, we have provided a more practical distribution approximating method.Supported by the Doctoral Program Foundation of the Institute of Higher Education and the National Natural Science Foundation of China. |
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