Pratikno, Budi and Khan, Shahjahan (2012) Testing of intercept when slope is under suspicion. In: 11th Islamic Countries Conference on Statistical Sciences (ICCSS-11), 19-22 Dec 2011, Lahore, Pakistan.
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In simple regression analyses, the inference on the intercept depends on the knowledge of the slope. This paper studies the problem of testing the intercept of a simple regression model when slope is under suspicion. Depending on the situation the slope may be unknown or unspecified, known or specified, and uncertain if the suspected value is unsure. The three different scenarios on the slope lead to three different tests of the intercept. Here we define the unrestricted test (UT), restricted test (RT) and pre-test test (PTT) for the intercept parameter depending on the level of knowledge on the slope. The test statistics, their sampling distributions, and power functions of the tests are derived and compared when the error variance is assumed to be known.
|Item Type:||Conference or Workshop Item (Commonwealth Reporting Category E) (Paper)|
|Additional Information:||© 2012, Islamic Countries Society of Statistical Sciences.|
|Uncontrolled Keywords:||linear regression, test of intercept, power function, normal distribution; bivariate normal distributions|
|Fields of Research (FOR2008):||01 Mathematical Sciences > 0104 Statistics > 010405 Statistical Theory|
|Socio-Economic Objective (SEO2008):||E Expanding Knowledge > 97 Expanding Knowledge > 970101 Expanding Knowledge in the Mathematical Sciences|
|Deposited On:||21 Jun 2012 22:36|
|Last Modified:||17 Sep 2012 16:55|
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