M-test of two parallel regression lines under uncertain prior information

Khan, Shahjahan and Yunus, Rossita M. (2010) M-test of two parallel regression lines under uncertain prior information. In: 10th Islamic Countries Conference on Statistical Sciences (ICCSS-10): Statistics for Development and Good Governance, 20-23 Dec 2009, Cairo, Egypt.

Abstract

This paper considers the problem of testing the intercepts of two simple linear models following a pre-test on the suspected equality of slopes. The unrestricted test (UT), restricted test (RT) and pre-test test (PTT) are proposed from the M-tests using the M-estimation methodology. The asymptotic power functions of the UT, RT and PTT are given. The computational comparisons of power function of the three tests are provided. The PTT achieves a reasonable dominance over the other two tests asymptotically.


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Item Type: Conference or Workshop Item (Commonwealth Reporting Category E) (Paper)
Refereed: Yes
Item Status: Live Archive
Additional Information: Author version not held. Fulltext citation: Khan, S; and Yunus, R M (2010). M-TEST OF TWO PARALLEL REGRESSION LINES UNDER UNCERTAIN PRIOR INFORMATION. Proceedings of the Tenth Islamic Countries Conference on Statistical Sciences (ICCS-X), Volume I, 236–245.
Depositing User: Professor Shahjahan Khan
Faculty / Department / School: Historic - Faculty of Sciences - Department of Maths and Computing
Date Deposited: 27 Jan 2011 07:26
Last Modified: 04 Sep 2014 05:30
Uncontrolled Keywords: pre-test, asymptotic power and size, M-estimation, local alternative hypothesis, bivariate non-central chi-square
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/9328

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