TY  - CONF
CY  - Kuala Lumpur, Malaysia
ID  - usqep34074
UR  - http://ismy.math.um.edu.my/iccs/ICCS2007.htm
A1  - Yunus, Rossita M.
A1  - Khan, Shahjahan
N2  - [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.

ED  - Ahmad, Munir
ED  - Mohamed, Ibrahim
ED  - Osman, Jamil
ED  - Ibrahim, Noor Akma
TI  - Test for intercept after pre-testing on slope - a robust method
AV  - public
EP  - 90
N1  - No evidence of copyright restrictions on web site.
Y1  - 2007///
PB  - Institute of Mathematical Sciences, University of Malaysia
KW  - pre-test
KW  -  asymptotic size
KW  -  asymptotic power
KW  -  M-estimation
KW  -  regression model
SN  - 978 983 4307 1 1 (CD)
SP  - 81
M2  - Concord Hotel, Shah Alam, Malaysia
T2  - 9th Islamic Countries Conference on Statistical Sciences (ICCS-IX): Statistics in the Contemporary World - Theories, Methods and Applications
ER  -