Subscribe Now Subscribe Today
Science Alert
 
Blue
   
Curve Top
Journal of Applied Sciences
  Year: 2013 | Volume: 13 | Issue: 3 | Page No.: 503-507
DOI: 10.3923/jas.2013.503.507
 
Facebook Twitter Digg Reddit Linkedin StumbleUpon E-mail

Likelihood Ratio Type Test and its Critical Values for Structural Change of Unknown Changepoint

Mohammad Nurul Azam, Mahbuba Yeasmin and Gazi Mahabubul Alam

Abstract:
This study considers the problem of testing for a structural change of unknown timing in a regression coefficient in the linear regression model. This is a non-standard testing problem and practical important situation facing applied modelers. Simulation methods were used to generate a range of exact critical values of the Likelihood Ratio (LR) type test for different sample sizes, numbers of regressors and types of regressors. We found that the critical values depend on sample size, the number of regressors and to a less extend on the type of explanatory variables. We recommend using the LR type test statistic for testing structural change of unknown timing with our critical value.
PDF Fulltext XML References Citation Report Citation
 RELATED ARTICLES:
  •    Genetic Diversity of Wild and Cultured Populations of Penaeus monodon using Microsatellite Markers
  •    Structural Changes in Livestock Service Delivery System: A Case Study of India
  •    Importance, Structural Change and Factors Affecting Production of Vegetables in Bangladesh
  •    An Approximate Likelihood Ratio Method for Testing Equality of Two Dependent Proportions
How to cite this article:

Mohammad Nurul Azam, Mahbuba Yeasmin and Gazi Mahabubul Alam, 2013. Likelihood Ratio Type Test and its Critical Values for Structural Change of Unknown Changepoint. Journal of Applied Sciences, 13: 503-507.

DOI: 10.3923/jas.2013.503.507

URL: https://scialert.net/abstract/?doi=jas.2013.503.507

COMMENT ON THIS PAPER
 
 
 

 

 
 
 
 
 
 
 
 
 

 
 
 
 
 
 
 

Curve Bottom