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Anurag Banerjee
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09 Dec 2009
Sensitivity of T-Statistic (Asymptotic thumb rule)
Rule of Thumb: t-statistic being sensitive to nuisance parameters in variance.
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Anurag Banerjee
linear model
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tstat
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sensitivity
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09 Dec 2009
Sensitivity of T-Statistic (Asymptotic thumb rule)
Rule of Thumb: t-statistic being sensitive to nuisance parameters in variance.
Author:
Anurag Banerjee
linear model
,
tstat
,
sensitivity
1
0
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Sensitivity of T-Statistic (Asymptotic thumb rule)
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09 Dec 2009
Sensitivity of T-Statistic (Asymptotic thumb rule)
Rule of Thumb: t-statistic being sensitive to nuisance parameters in variance.
Author:
Anurag Banerjee
linear model
,
tstat
,
sensitivity
1
0
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