M-test for intercept after pre-testing on slope

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

Abstract

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.


Statistics for USQ ePrint 9370
Statistics for this ePrint Item
Item Type: Article (Commonwealth Reporting Category C)
Refereed: Yes
Item Status: Live Archive
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.
Depositing User: Professor Shahjahan Khan
Faculty / Department / School: Historic - Faculty of Sciences - Department of Maths and Computing
Date Deposited: 11 Jan 2011 01:35
Last Modified: 16 Oct 2014 06:53
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
URI: http://eprints.usq.edu.au/id/eprint/9370

Actions (login required)

View Item Archive Repository Staff Only