Linear model inference with non-sample prior information
Paper
Paper/Presentation Title | Linear model inference with non-sample prior information |
---|---|
Presentation Type | Paper |
Authors | Khan, Shahjahan (Author), Pratikno, Budi (Author) and Yunus, Rossita M. (Author) |
Editors | Ahmad, Munir |
Journal or Proceedings Title | Proceedings of the 12th Islamic Countries Conference on Statistical Sciences |
Journal Citation | 23, pp. 507-518 |
Number of Pages | 12 |
Year | 2012 |
Place of Publication | Lahore, Pakistan |
ISBN | 9789698858117 |
Web Address (URL) of Paper | https://old.isoss.net/downloads/Prociccs12.pdf |
Web Address (URL) of Conference Proceedings | https://isoss.net/organization-2/ |
Conference/Event | 12th Islamic Countries Conference on Statistical Sciences |
Event Details | 12th Islamic Countries Conference on Statistical Sciences Parent Islamic Countries Conference on Statistical Sciences (ICCS) Delivery In person Event Date 19 to end of 22 Dec 2012 Event Location Doha, Qatar |
Abstract | Arguably the most widely used statistical technique is the linear model. Traditionally all classical inferences on the parameters of linear model are based exclusively on the available sample data. Often valuable non-sample prior information on the value of the parameter of interest is available from the expert knowledge or previously conducted studies. Inclusion of such information, in addition to the sample data, is likely to improve the quality of the inference. This paper uses both sample and non-sample information to define estimators of linear model and investigate their statistical properties. It also incorporates the non-sample prior information in defining tests for a subset of parameters when information on the other subset is available. The comparisons of power of the tests are also explored under different conditions. |
Keywords | pretest and shrinkage estimators; bias and mean squared error; pretest test; power and size of test; non-central bivariate t distribution |
ANZSRC Field of Research 2020 | 490510. Stochastic analysis and modelling |
490501. Applied statistics | |
490103. Calculus of variations, mathematical aspects of systems theory and control theory | |
Byline Affiliations | Department of Mathematics and Computing |
Jenderal Soedirman University, Indonesia | |
University of Malaya, Malaysia | |
Institution of Origin | University of Southern Queensland |
https://research.usq.edu.au/item/q21x7/linear-model-inference-with-non-sample-prior-information
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