Testing linear hypotheses after regression

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  • เผยแพร่เมื่อ 24 ธ.ค. 2024

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  • @junbeombahk3668
    @junbeombahk3668 8 หลายเดือนก่อน

    Hi! Why would we not use a t test in this case?

    • @mronkko
      @mronkko  8 หลายเดือนก่อน +1

      You could use t for testing a single constraint. But in practice we use F because it can handle both single constraint and multiple constraints. A single parameter F distribution is simply a square of the corresponding t distribution.

    • @junbeombahk3668
      @junbeombahk3668 8 หลายเดือนก่อน

      @@mronkko thanks!! Then why in some cases we should use a wald test instead of a t test like in this video?

    • @mronkko
      @mronkko  8 หลายเดือนก่อน

      @@junbeombahk3668 I am not using a t test in the video. The test is a single parameter Wald test. See this for an explanation of the tests th-cam.com/video/AbhwpFX2Xdw/w-d-xo.html

  • @acemigocmen7035
    @acemigocmen7035 2 ปีที่แล้ว

    Hi! Thanks for video :) I was wondering whether you are thinking to take a video for Method of Moments? I have watched the GMM and and you are mentioning there, it would be nice to watch :) And maybe one more video suggestion, the differences between MM,GMM and Likelihood, I know there are certain differences where to use what (such as if we dont know the distribution, it doesnt make sense to use Likelihood etc)

    • @mronkko
      @mronkko  2 ปีที่แล้ว +3

      I am not fully convinced that knowing the difference is useful for an applied researcher. That being said, it would not take long to explain the difference. I put it on my list of potential things to do, but the list is already quite long so it will take some time.