title: Test for intercept after pre-testing on slope - a robust method
creator: Yunus, Rossita M.
creator: Khan, Shahjahan
subject: 230203 Statistical Theory
subject: 230299 Statistics not elsewhere classified
description: [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 bene¯cial. 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.  
publisher: Institute of Mathematical Sciences, University of Malaysia
contributor: Ahmad, Munir
contributor: Mohamed, Ibrahim
contributor: Osman, Jamil
contributor: Ibrahim, Noor Akma
date: 2007
type: Conference or Workshop Item (DEST Category E)
type: PeerReviewed
format: application/pdf
identifier: http://eprints.usq.edu.au/4074/1/Yunus_Khan.pdf
relation: http://ismy.math.um.edu.my/iccs/ICCS2007.htm
identifier: 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, Concord Hotel, Shah Alam, Malaysia.
relation: http://eprints.usq.edu.au/4074/