Test for intercept after pre-testing on slope - a robust method

Yunus, Rossita M. and Khan, Shahjahan (2007) Test for intercept after pre-testing on slope - a robust method. In: 9th Islamic Countries Conference on Statistical Sciences (ICCS-IX): Statistics in the Contemporary World - Theories, Methods and Applications, 12-14 Dec 2007, Shah Alam, Malaysia.

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Abstract

The idea of using non-sample prior information in the form of pre-testing for improving properties of estimators is applied in the testing regime to achieve better power of the ultimate test in this paper. In particular, to test the intercept of a simple regression model, prior information from previous investigations or expert knowledge on the suspected value of the slope is potentially benefcial. Any uncertainty on the value of the slope is removed by performing a pre-test before testing the signicance of the intercept. The impact of the pre-test on the performance (power and size) of the ultimate test is studied. A robust procedure based on M-estimator is used to formulate a test and deriving its power function. It is shown that the ultimate test based pre-test achieves a reasonable dominance over the others asymptotically and performs better for larger coefcient of variation.


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Item Type: Conference or Workshop Item (Commonwealth Reporting Category E) (Paper)
Refereed: Yes
Item Status: Live Archive
Additional Information: No evidence of copyright restrictions on web site.
Depositing User: Professor Shahjahan Khan
Faculty / Department / School: Historic - Faculty of Sciences - Department of Maths and Computing
Date Deposited: 17 Apr 2008 02:17
Last Modified: 02 Jul 2013 23:01
Uncontrolled Keywords: pre-test; asymptotic size; asymptotic power; M-estimation; regression model
Fields of Research (FOR2008): 01 Mathematical Sciences > 0104 Statistics > 010499 Statistics not elsewhere classified
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/4074

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