Chunk #30 — METHODS — MIXTURE OF REGRESSION MODELS — Additive
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(6)fk(μ,β,εi)={μ+εi,k=0μ+β+εi,k=1μ+2β+εi,k=2, where εi ~ (0, σ2). To test the hypothesis H0: β = 0 vs. H1: β ≠ 0, we construct a likelihood ratio test.
(6)fk(μ,β,εi)={μ+εi,k=0μ+β+εi,k=1μ+2β+εi,k=2, where εi ~ (0, σ2). To test the hypothesis H0: β = 0 vs. H1: β ≠ 0, we construct a likelihood ratio test.