Yunus, Rossita Mohamad and Khan, Shahjahan (2011) M-tests for multivariate regression model. Journal of Nonparametric Statistics, 23 (1). pp. 201-218. ISSN 1048-5252, DOI https://doi.org/10.1080/10485252.2010.503896.
Full text not available from this repository.Abstract
The M-estimation method is used to define the unrestricted test, restricted test and pre-test test (PTT) for testing the intercept vector of a multivariate simple regression model when it is a priori suspected that the slope vector has some specified values. The asymptotic distribution of the test statistics and the asymptotic power functions of the proposed M-tests are derived. Performances of the M-tests are compared both analytically and graphically. The analytical results as well as an illustrative simulation study to compare the size and power of the M-tests reveal a reasonable dominance of the PTT over the other two tests. © American Statistical Association and Taylor & Francis 2011.
| Item Type: | Article |
|---|---|
| Funders: | UNSPECIFIED |
| Uncontrolled Keywords: | pre-test test; non-sample prior information; asymptotic distribution; asymptotic power; M-estimation; bivariate non-central chi-square distribution |
| Subjects: | Q Science > Q Science (General) Q Science > QA Mathematics |
| Divisions: | Faculty of Science > Institute of Mathematical Sciences |
| Depositing User: | Mr. Faizal Hamzah |
| Date Deposited: | 07 Oct 2011 01:07 |
| Last Modified: | 15 Nov 2019 07:04 |
| URI: | http://eprints.um.edu.my/id/eprint/2169 |
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