Abstract
In this paper, the distribution of a statistic based on the likelihood ratio method for testing the dimensionality of regression coefficients has been derived. The method of integration over alternate variables has been used to derive the results.
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Gupta, A.K., Javier, W.R. On testing the dimensionality of regression coefficients. Metrika 36, 15–27 (1989). https://doi.org/10.1007/BF02614075
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DOI: https://doi.org/10.1007/BF02614075