Testing of intercept when slope is under suspicion

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.

Abstract

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.


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Item Type: Conference or Workshop Item (Commonwealth Reporting Category E) (Paper)
Refereed: Yes
Item Status: Live Archive
Additional Information: © 2012, Islamic Countries Society of Statistical Sciences.
Depositing User: Mr Budi Pratikno
Faculty / Department / School: Historic - Faculty of Sciences - Department of Maths and Computing
Date Deposited: 21 Jun 2012 12:36
Last Modified: 14 Aug 2014 03:05
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
URI: http://eprints.usq.edu.au/id/eprint/21427

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