On Some Tests for Several Linear Relations
Amitabh Basu · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 1969
Summary In this paper we consider several tests for the parameters of k linear relations among the p variables ξ1, ξ2 ‥, ξp where the ξ's are not observable and p > k. This extends the work of Villegas (1964) who considered the above problem for the special case k = 1. The applicability of the above model in an econometric problem is also considered.