Increasing the Power of the Test Through Pre-Test – A Robust Method

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

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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
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

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