M-tests for multivariate regression model

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

Full text not available from this repository.
Official URL: https://doi.org/10.1080/10485252.2010.503896

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
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

Actions (login required)

View Item View Item