Increasing power of M-test through pre-testing
PhD Thesis
Title | Increasing power of M-test through pre-testing |
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Type | PhD Thesis |
Authors | |
Author | Yunus, Rossita M. |
Supervisor | Khan, Shahjahan |
Institution of Origin | University of Southern Queensland |
Qualification Name | Doctor of Philosophy |
Number of Pages | 250 |
Year | 2010 |
Abstract | The idea of improving the properties of estimators by pre-testing the uncertain non-sample prior information (NSPI) is adopted in the testing regime to achieve • testing the intercept of a simple regression model, when the NSPI on the slope can either be (i) unknown, (ii) certain or (iii) uncertain, or equivalently, when the slope is (i) completely unspecified, (ii) specified to • testing a set of parameters of the multiple linear regression when the NSPI on the other set of parameters can either be (i) unknown, (ii) certain or (iii) uncertain, or equivalently, when the other set of parameters is (i) Under the three different scenarios, the (i) unrestricted (UT), (ii) restricted (RT) and (iii) pre-test test (PTT) test functions are used to formulate the M-tests. The M-tests are derived using the score function in the M-estimation methodology. The sensitivity of the M-test to aberrant observations depends on the choice of the score function. For each regression model, the following steps are carried out: (i) the test statistics for the UT, RT and PTT are proposed, (ii) the asymptotic distributions of the test statistics under the local alternative are derived, (iii) the asymptotic power functions of the tests are derived, (iv) the performance (size and power) of the UT, RT and PTT are compared analytically, (v) the performance of the UT, RT and PTT are compared, computationally using illustrative Under a sequence of local alternative hypothesis when the sample size is large, the sampling distributions for the UT, RT and PT of the simple regression model follow a normal distribution. However, that of the PTT is a bivariate The robustness properties of the M-test are studied computationally on the simulated data for the simple regression model and the multivariate simple |
Keywords | M-estimation; pre-test; regression model |
ANZSRC Field of Research 2020 | 490509. Statistical theory |
Byline Affiliations | Department of Mathematics and Computing |
https://research.usq.edu.au/item/q0xq8/increasing-power-of-m-test-through-pre-testing
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