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This paper considers the general linear regression model Yᵢ = ∑ⱼ βⱼ xᵢⱼ + εᵢ, and studies the problem of testing hypotheses about some of the β's while regarding others as nuisance parameters. The test criteria discussed, which are based on ranks of residuals, are shown to be asymptotically distribution-free.
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J. N. Adichie (1978) studied this question.
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