Equivalence of the Corrected F Test and the Weighted Least Squares Procedure

Authors
Moser, Barry Kurt Lin, Yuh-Ren
Citation
Moser, Barry Kurt et Lin, Yuh-ren, Equivalence of the Corrected F Test and the Weighted Least Squares Procedure, American statistician , 46(2), 1992, pp. 122-124
Journal title
American statistician → ACNP
ISSN journal
00031305
Volume
46
Issue
2
Year of publication
1992
Pages
122 - 124
Database
ACNP
SICI code
Abstract
In this article, the corrected F statistic in the general linear model is shown to be algebraically equivalent to the corresponding statistic in the weighted least squares procedure, whenever the corrected F statistic exists.Hence, weighted least squares analysis is, in effect, a self-corrected F test procedure.