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- W4241642083 abstract "Abstract This chapter discusses models like the exponential regression model y = a[1− exp(− bx)] where if a = 0 then b is an indeterminate, non-identifiable parameter, as it vanishes from the model. The hypothesis test that H0 : a = 0 versus H1 : a ≠ 0 is then non-standard. The well-known Davies test is explained. This uses a portmanteau test statistic T that is a functional of Sn(b), L< b< U, where Sn(b) is a regular test statistic of the null hypothesis a = 0 versus the alternative a ≠ 0 with b fixed. The null distribution of T is not usually easy to obtain. One can instead just test if a = 0 using a GoF test or a lack-of-fit test with an alternative hypothesis not specified. In the exponential regression example, this means simply testing if the observations are solely pure error. This elementary approach is compared with the Davies approach." @default.
- W4241642083 created "2022-05-12" @default.
- W4241642083 creator A5044273453 @default.
- W4241642083 date "2017-06-22" @default.
- W4241642083 modified "2023-09-23" @default.
- W4241642083 title "Indeterminacy" @default.
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- W4241642083 doi "https://doi.org/10.1093/oso/9780198505044.003.0014" @default.
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