Scott D McKnight
Biographic Data
| ID | 10847112 |
|---|---|
| NAME | Scott D McKnight |
| GIVEN NAMES | Scott D |
| FAMILY NAME | McKnight |
| SIGNATURE | MCKNIGHT S D |
| AFFILIATIONS | Western Michigan University |
| VERIFIED | No |
| TOTAL WORKS | 1 |
| TOTAL CITATIONS | 0 |
| WORKS AS AUTHOR | 1 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 1999 |
| LATEST PUBLICATION YEAR | 1999 |
| H-INDEX | 0 |
Autocorrelation Effects on Least-Squares Intervention Analysis of Short Time Series
Several issues regarding the effects of autocorrelated errors on Type I error in ordinary least-squares models are clarified. Although autocorrelated errors have a large effect on both omnibus F tests and tests on individual intervention effect coefficients in many applications, there are exceptions that have not been pointed out previously. It is demonstrated that under certain conditions, distortion in Type I error is far less than is predicted…
No prominent works on this page.
Autocorrelation Effects on Least-Squares Intervention Analysis of Short Time Series
Several issues regarding the effects of autocorrelated errors on Type I error in ordinary least-squares models are clarified. Although autocorrelated errors have a large effect on both omnibus F tests and tests on individual intervention effect coefficients in many applications, there are exceptions that have not been pointed out previously. It is demonstrated that under certain conditions, distortion in Type I error is far less than is predicted…
Applied Mathematics (1 work) · Applied Mathematics (1 work) · Autocorrelation (1 work) · Computer Science (1 work) · Distortion (music) (1 work) · Econometrics (1 work) · Generalized least squares (1 work) · Least-squares function approximation (1 work) · Mathematics (1 work) · Ordinary least squares (1 work)