8. Multiple Regression: Tests of Hypotheses and Confidence Intervals

  1. Alvin C. Rencher and
  2. G. Bruce Schaalje

Published Online: 30 APR 2007

DOI: 10.1002/9780470192610.ch8

Linear Models in Statistics, Second Edition

Linear Models in Statistics, Second Edition

How to Cite

Rencher, A. C. and Schaalje, G. B. (2007) Multiple Regression: Tests of Hypotheses and Confidence Intervals, in Linear Models in Statistics, Second Edition, John Wiley & Sons, Inc., Hoboken, NJ, USA. doi: 10.1002/9780470192610.ch8

Author Information

  1. Department of Statistics, Brigham Young University, Provo, Utah, USA

Publication History

  1. Published Online: 30 APR 2007
  2. Published Print: 14 DEC 2007

ISBN Information

Print ISBN: 9780471754985

Online ISBN: 9780470192610

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Keywords:

  • general linear hypothesis;
  • minimum variance unbiased estimator;
  • likelihood ratio

Summary

This chapter contains sections titled:

  • Test of Overall Regression

  • Test on a Subset of the β Values

  • F Test in Terms of R2

  • The General Linear Hypothesis Tests for H0: Cβ = 0 and H0: Cβ = t

  • Tests on βj and a′ β

  • Confidence Intervals and Prediction Intervals

  • Likelihood Ratio Tests

  • Problems