Transcription of Chapter 4: Statistical Hypothesis Testing
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Chapter 4: Statistical Hypothesis Testing
Chapter 4: Statistical Hypothesis TestingChristophe HurlinNovember 20, 2015 Christophe Hurlin ()Advanced Econometrics - Master ESAN ovember 20, 20151 / 225 Section 1 IntroductionChristophe Hurlin (University of Orl ans)Advanced Econometrics - Master ESAN ovember 20, 20152 / 2251. IntroductionThe outline of this Chapter is the following:Section Hypothesis testingSection in the multiple linear regression modelSubsection Student testSubsection Fisher testSection and InferenceSubsection Likelihood Ratio (LR) testSubsection Wald testSubsection Lagrange Multiplier (LM) testChristophe Hurlin (University of Orl ans)Advanced Econometrics - Master ESAN ovember 20, 20153 / 2251.
2. Statistical hypothesis testing Introduction 1 A statistical hypothesis test is a method of making decisions or a rule of decision (as concerned a statement about a population parameter) using the data of sample.
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