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Testing the Linear Regression Model Using Burr Critical Value and p-Value Approximations

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  • Evans, Merran A.
  • Fry, Tim R. L.

Abstract

The accuracy of Burr approximations of critical values and p-values is evaluated for the usual tests of the general linear regression model. These include tests for coefficients and autocorrelation and heteroscedasticity, based both on standard distributions and those for which the distribution is unknown. The results suggest that the Burr approximations are reasonably accurate and should prove useful both in applied research and in teaching.

Suggested Citation

  • Evans, Merran A. & Fry, Tim R. L., "undated". "Testing the Linear Regression Model Using Burr Critical Value and p-Value Approximations," Department of Econometrics and Business Statistics Working Papers 267145, Monash University, Department of Econometrics and Business Statistics.
    • Handle: RePEc:ags:monebs:267145
    DOI: 10.22004/ag.econ.267145
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