Increasing the power of the test through pre-test – a robust method

Yunus, Rossita M. and Khan, Shahjahan (2011) Increasing the power of the test through pre-test – a robust method. Communications in Statistics: Theory and Methods, 40 (4). pp. 581-597. ISSN 0361-0926

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Abstract

Robust test procedures are developed for testing the intercept of a simple regression model when the slope is (i) completely unspecified, (ii) specified to a fixed value, or (iii) suspected to be a fixed value. Defining (i) unrestricted (UT), (ii) restricted (RT), and (iii) pre-test test (PTT) functions for the intercept parameter under the three choices of the slope, tests are formulated using the M-estimation methodology. The asymptotic distributions of the test statistics and their asymptotic power functions are derived. The analytical and graphical comparisons of the tests reveal that the PTT achieves a reasonable dominance over the other tests.


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Item Type: Article (Commonwealth Reporting Category C)
Refereed: Yes
Item Status: Live Archive
Additional Information: Author version deposited in accordance with the copyright policy of the publisher.
Depositing User: Professor Shahjahan Khan
Faculty / Department / School: Historic - Faculty of Sciences - Department of Maths and Computing
Date Deposited: 24 Jan 2011 11:35
Last Modified: 03 Jul 2013 00:11
Uncontrolled Keywords: asymptotic size; asymptotic power; contiguity; M-estimation; pre-test; regression model
Fields of Research (FOR2008): 01 Mathematical Sciences > 0104 Statistics > 010406 Stochastic Analysis and Modelling
01 Mathematical Sciences > 0104 Statistics > 010405 Statistical Theory
01 Mathematical Sciences > 0102 Applied Mathematics > 010201 Approximation Theory and Asymptotic Methods
Socio-Economic Objective (SEO2008): E Expanding Knowledge > 97 Expanding Knowledge > 970101 Expanding Knowledge in the Mathematical Sciences
Identification Number or DOI: doi: 10.1080/03610920903350572
URI: http://eprints.usq.edu.au/id/eprint/9371

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