Generalized \(p\)-value test for regression coefficients in panel data model. (Chinese. English summary) Zbl 1213.62030
Summary: Some new exact tests and confidence regions of regression coefficients in panel data models with three random effects are established by using the concepts of generalized \(p\)-values and generalized confidence intervals. Invariance of these exact tests and confidence regions under scale transformations. The power of these tests and the coverage probabilities of the confidence regions are obtained through numerical simulations.
MSC:
62F03 | Parametric hypothesis testing |
62F25 | Parametric tolerance and confidence regions |
65C60 | Computational problems in statistics (MSC2010) |