M-test of two parallel regression lines under uncertain prior information
Paper
Khan, Shahjahan and Yunus, Rossita M.. 2010. "M-test of two parallel regression lines under uncertain prior information." Amin, Zeinab and Hadi, Ali S. (ed.) 10th Islamic Countries Conference on Statistical Sciences. Cairo, Egypt 20 - 23 Dec 2009 Lahore, Pakistan.
Paper/Presentation Title | M-test of two parallel regression lines under uncertain prior information |
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Presentation Type | Paper |
Authors | Khan, Shahjahan (Author) and Yunus, Rossita M. (Author) |
Editors | Amin, Zeinab and Hadi, Ali S. |
Journal or Proceedings Title | Proceedings of the 10th Islamic Countries Conference on Statistical Sciences |
Journal Citation | 1, pp. 236-245 |
Number of Pages | 10 |
Year | 2010 |
Place of Publication | Lahore, Pakistan |
ISBN | 9789774163658 |
Web Address (URL) of Paper | https://old.isoss.net/downloads/ProcICCSX-1.pdf |
Web Address (URL) of Conference Proceedings | https://isoss.net/organization-2/ |
Conference/Event | 10th Islamic Countries Conference on Statistical Sciences |
Event Details | 10th Islamic Countries Conference on Statistical Sciences Parent Islamic Countries Conference on Statistical Sciences (ICCS) Delivery In person Event Date 20 to end of 23 Dec 2009 Event Location Cairo, Egypt |
Abstract | This paper considers the problem of testing the intercepts of two simple linear models following a pre-test on the suspected equality of slopes. The unrestricted test (UT), restricted test (RT) and pre-test test (PTT) are proposed from the M-tests using the M-estimation methodology. The asymptotic power functions of the UT, RT and PTT are given. The computational comparisons of power function of the three tests are provided. The PTT achieves a reasonable dominance over the other two tests asymptotically. |
Keywords | pre-test, asymptotic power and size, M-estimation, local alternative hypothesis, bivariate non-central chi-square |
ANZSRC Field of Research 2020 | 490509. Statistical theory |
Byline Affiliations | Department of Mathematics and Computing |
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https://research.usq.edu.au/item/q036x/m-test-of-two-parallel-regression-lines-under-uncertain-prior-information
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