Accession Number : ADA191189

Title :   On Hotelling's Approach to Testing for a Nonlinear Parameter in Regression.

Descriptive Note : Technical rept.,

Corporate Author : STANFORD UNIV CA DEPT OF STATISTICS

Personal Author(s) : Knowles, Mark ; Siegmund, David

PDF Url : ADA191189

Report Date : Jan 1988

Pagination or Media Count : 25

Abstract : The method suggested by Hotelling (1939) to test for a nonlinear parameter in a regression model is reviewed. Using the method of Weyl (1939), we derive a simple expression for the volume of a tube about a two dimensional manifold with boundary embedded in the unit sphere in I delta R sub n. Applications to testing for a single harmonic of undetermined frequency and phase and to testing for a change-point in linear regression are discussed. Keywords: Differential geometry.

Descriptors :   *REGRESSION ANALYSIS, *STATISTICAL TESTS, *NONLINEAR ANALYSIS, DIFFERENTIAL GEOMETRY, LINEAR REGRESSION ANALYSIS, MATHEMATICAL MODELS, NONLINEAR SYSTEMS, SPHERES, TEST AND EVALUATION, TEST METHODS, TWO DIMENSIONAL, PARAMETERS

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE