Browsing by Subject "Autocorrelation (Statistics)"
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A permutation test for partial regression coefficients on first-order autocorrelation
(National Institute of Development Administration, 2010);
This dissertation proposes a permutation test and a permutation procedure for testing on partial regression coefficients from a multiple linear regression with first-order autocorrelation where the distribution of the error terms is not necessarily normal. The proposed permutation procedure can be directly conducted in the test without having to fit back to the model, which is not the same procedure as in previous permutation tests, and a proposed permutation test is considered based on a random permutation test. In addition, the asymptotic ...