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AN HISTORICAL NOTE ON THE JAYATISSA TEST *
Author(s) -
BUSE A.,
DASTOOR N. K.
Publication year - 1990
Publication title -
the manchester school
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.361
H-Index - 42
eISSN - 1467-9957
pISSN - 1463-6786
DOI - 10.1111/j.1467-9957.1990.tb00422.x
Subject(s) - heteroscedasticity , test (biology) , econometrics , benchmark (surveying) , economics , parametric statistics , mathematical economics , mathematics , statistics , paleontology , geodesy , biology , geography
I Until the recent publication of Weerahandi's (1987) note, the Jayatissa (1977) test was the only exact parametric test in the econometric literature of regression vector equality in the presence of heteroscedasticity. This singular status has made the Jayatissa test a benchmark against which alternative test procedures have often been evaluated; see, for example, Watt (1979); Tsurumi (1984); Honda and Ohtani (1986); Ohtani and Kobayashi (1986). In this note, we show that the Jayatissa test is a special case of a more general procedure given in a paper by Pothoff (1965) over a decade earlier. Apart from settling the question of priority, which has intrinsic historical interest, we also derive the test for subvector equality and clarify some properties of the Jayatissa test.