Yunus, Rossita M. and Khan, Shahjahan (2010) M-test for intercept after pre-testing on slope. Journal of Statistical Modeling and Analytics, 1 (1). pp. 45-57. ISSN 2180-3102
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Official URL: http://www.instatmy.org.my/downloads/Chap%203.pdf
In the M-estimation methodology, a procedure was develop for testing the intercept after pre-testing on the slope (Yunus and Khan, in press). The (i) unrestricted test (UT), (ii) restricted test (RT) and (iii) pre-test test (PTT) on intercept defined when the non-sample prior information (NSPI) on the slope is (i) unknown, (ii) certain or (iii) uncertain are considered. This paper investigates the performance (size and power) of the UT, RT and PTT by introducing the coefficient of variation. It is shown that the PTT achieves a reasonable dominance over the other tests asymptotically and performs better for larger coefficient of variation.
|Item Type:||Article (Commonwealth Reporting Category C)|
|Additional Information:||Permanent restricted access to paper due to publisher's copyright restrictions. Fulltext citation: Yunus, R M, and Khan, S (2010). M-test for intercept after pre-testing on slope. Journal of Statistical Modeling and Analytics, Vol 1, pp.45-57.|
|Uncontrolled Keywords:||pre-test; asymptotic size; asymptotic power; M-estimation; regression model|
|Fields of Research (FOR2008):||01 Mathematical Sciences > 0104 Statistics > 010405 Statistical Theory|
01 Mathematical Sciences > 0103 Numerical and Computational Mathematics > 010399 Numerical and Computational Mathematics not elsewhere classified
01 Mathematical Sciences > 0102 Applied Mathematics > 010203 Calculus of Variations, Systems Theory and Control Theory
|Socio-Economic Objective (SEO2008):||E Expanding Knowledge > 97 Expanding Knowledge > 970101 Expanding Knowledge in the Mathematical Sciences|
|Deposited On:||11 Jan 2011 11:35|
|Last Modified:||14 Dec 2011 16:56|
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