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On Testing for Equicorrelation in Random Coefficient Models |
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| Authors: | M. I. Bhatti A. M. Barry |
| Abstract: | Recently BHATTI (1993) considered an efficient estimation of random coefficient model based on survey data. The main objective of this paper is to construct one sided test for testing equicorrelation coefficient in presence of random coefficients using optimal testing procedure. The test statistic is a ratio of quadratic forms in normal variables which is most powerful and point optimal invariant. |
| Keywords: | Equicorrelation Coefficient Block effects Random coefficient model Point optimal invariant test Uniformly most powerful invariant test |