Controlling the Overall Significance Level of a Battery of Least Squares Diagnostic Tests*
使用双重自助法来控制普通最小二乘回归模型的一组诊断检验的总体显著性水平，并报告了蒙特卡洛模拟的有限样本表现。
Abstract Double bootstrap methods are used to control the overall significance level of a battery of diagnostic tests applied to a regression model estimated by ordinary least squares. Monte Carlo evidence on the finite sample performance of the bootstrap methods is reported and discussed.