Test for intercept after pre-testing on slope - a robust method
Paper
Paper/Presentation Title | Test for intercept after pre-testing on slope - a robust method |
---|---|
Presentation Type | Paper |
Authors | Yunus, Rossita M. (Author) and Khan, Shahjahan (Author) |
Editors | Ahmad, Munir, Mohamed, Ibrahim, Osman, Jamil and Ibrahim, Noor Akma |
Journal or Proceedings Title | Proceedings of the 9th Islamic Countries Conference on Statistical Sciences |
Number of Pages | 10 |
Year | 2007 |
Place of Publication | Kuala Lumpur, Malaysia |
ISBN | 978 983 4307 1 1 (CD) |
Web Address (URL) of Paper | http://ismy.math.um.edu.my/iccs/ICCS2007.htm |
Conference/Event | 9th Islamic Countries Conference on Statistical Sciences |
Event Details | 9th Islamic Countries Conference on Statistical Sciences Parent Islamic Countries Conference on Statistical Sciences (ICCS) Delivery In person Event Date 12 to end of 14 Dec 2007 Event Location Shah Alam, Malaysia |
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 benefcial. 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. |
Keywords | pre-test; asymptotic size; asymptotic power; M-estimation; regression model |
ANZSRC Field of Research 2020 | 490599. Statistics not elsewhere classified |
490509. Statistical theory | |
Public Notes | No evidence of copyright restrictions on web site. |
Byline Affiliations | Australian Centre for Sustainable Catchments |
https://research.usq.edu.au/item/9yq89/test-for-intercept-after-pre-testing-on-slope-a-robust-method
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