We develop a new permutation test for inference on a subvector of coefficients in linear models. The test is exact when the regressors and the error terms are independent. Then, we show that the test is asymptotically of correct level, consistent and has power against local alternatives when the independence condition is relaxed under two main conditions. The first is a slight reinforcement of the usual absence of correlation between the regressors and the error term. The second is that the number of strata, defined by values of the regressors not involved in the subvector test, is small compared to the sample size. Simulations and an empirical illustration suggest that the test has good power in practice.
翻译:我们为线性模型中系数子值的推论开发了新的变位测试。 精确的测试是当递减器和误差条件是独立的时。 然后, 我们显示, 当独立条件在两个主要条件下得到放松时, 测试在正确水平、 一致性和对当地替代物具有反对力。 首先是略微强化了递减器和误差术语之间通常没有关联的状态。 第二种是, 由未参与次消减器试验的递减器数值界定的层数与样本大小相比很小。 模拟和实验性说明表明, 测试在实际中具有良好的力量 。