Communications for Statistical Applications and Methods

The Korean Statistical Society (한국통계학회)
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The General Linear Test in the Ridge Regression

  • Bae, Whasoo (Department of Data Science/Institute of Statistical Information, Inje University) ;
  • Kim, Minji (Department of Statistics, Pusan National University) ;
  • Kim, Choongrak (Department of Statistics, Pusan National University)
  • Received : 2014.03.19
  • Accepted : 2014.05.22
  • Published : 2014.07.31
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Abstract

We derive a test statistic for the general linear test in the ridge regression model. The exact distribution for the test statistic is too difficult to derive; therefore, we suggest an approximate reference distribution. We use numerical studies to verify that the suggested distribution for the test statistic is appropriate. A asymptotic result for the test statistic also is considered.

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References

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