Yunus, Rossita Mohamad and Khan, Shahjahan (2011) Increasing the Power of the Test Through Pre-Test – A Robust Method. Communications in Statistics - Theory and Methods, 40 (4). pp. 581-597. ISSN 0361-0926, DOI https://doi.org/10.1080/03610920903350572.
Full text not available from this repository.Abstract
Robust test procedures are developed for testing the intercept of a simple regression model when the slope is (i) completely unspecified, (ii) specified to a fixed value, or (iii) suspected to be a fixed value. Defining (i) unrestricted (UT), (ii) restricted (RT), and (iii) pre-test test (PTT) functions for the intercept parameter under the three choices of the slope, tests are formulated using the M-estimation methodology. The asymptotic distributions of the test statistics and their asymptotic power functions are derived. The analytical and graphical comparisons of the tests reveal that the PTT achieves a reasonable dominance over the other tests. Copyright © Taylor & Francis Group, LLC.
| Item Type: | Article |
|---|---|
| Funders: | UNSPECIFIED |
| Uncontrolled Keywords: | Asymptotic size; Asymptotic power; Contiguity; M-estimation, Pre-test; Regression model |
| Subjects: | Q Science > Q Science (General) Q Science > QA Mathematics |
| Divisions: | Faculty of Science > Institute of Mathematical Sciences |
| Depositing User: | Ms. Juhaida Abd Rahim |
| Date Deposited: | 15 Nov 2019 07:15 |
| Last Modified: | 15 Nov 2019 07:15 |
| URI: | http://eprints.um.edu.my/id/eprint/23030 |
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