An Edgeworth Test Size Correction for the Linear Model with AR(1) Errors
将Rothenberg的Edgeworth规模校正应用于含一阶自回归误差的线性回归模型中的线性假设检验，通过模拟研究发现校正能朝正确方向调整检验规模，但在小样本和原过度拒绝较大时仍存在明显过度拒绝。
Rothenberg's Edgeworth size correction is applied to tests of linear hypotheses in the linear regression model with AR(1) errors. Previous simulation findings on the effect of autocorrelation in the regressors on over-rejection are supported when the correction is examined analytically in a special case. A simulation study shows that the correction adjusts the size in the right direction, but still leaves substantial over-rejection when the sample size is small and the original amount of over-rejection is large