Biased estimation and hypothesis testing in linear regression |
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| Authors: | Peter Stahlecker Karsten Schmidt |
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| Affiliation: | (1) Department of Economics, University of Hamburg, Germany;(2) Department of Economics, FH Schmalkalden, Hannover, Germany |
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| Abstract: | We consider a test of the simple hypothesis  =0 based on some biased estimator. Under a certain condition the corresponding test statistic coincides with the usualF-statistic based on the least squares estimator. Surprisingly, this condition is met by several well-known biased estimators. |
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| Keywords: | 62F03 62J05 |
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