Comments (1)
chiefmurph
commented on July 29, 2024
I think it is just a typo in Appendix 3 of the 2002 paper where the 'n' in the numerator under the square root is supposed to be 'N' = nobs. See for example "step 7" on p. 6 of https://www.casact.org/pubs/forum/12sumforum/Leong_Wang_Chen.pdf.
Appendix 3's type-setting is not the best after all, just look at the indices of the summation sign in the numerator of the calculation for phi.
So where you say "scale.factor <- (nobs - 2 * n + 1), or 'n - p' in the original paper", the intent of 'n' in the original (2001) paper is N = nobs.
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