Increasing the Power of the Test Through Pre-Test – A Robust Method
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) funct...
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| Format: | Article |
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Taylor & Francis
2011
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| _version_ | 1825721983360303104 |
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| author | Yunus, Rossita Mohamad Khan, Shahjahan |
| author_facet | Yunus, Rossita Mohamad Khan, Shahjahan |
| author_sort | Yunus, Rossita Mohamad |
| collection | UM |
| description | 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. |
| first_indexed | 2024-03-06T05:58:40Z |
| format | Article |
| id | um.eprints-23030 |
| institution | Universiti Malaya |
| last_indexed | 2024-03-06T05:58:40Z |
| publishDate | 2011 |
| publisher | Taylor & Francis |
| record_format | dspace |
| spelling | um.eprints-230302019-11-15T07:15:32Z http://eprints.um.edu.my/23030/ Increasing the Power of the Test Through Pre-Test – A Robust Method Yunus, Rossita Mohamad Khan, Shahjahan Q Science (General) QA Mathematics 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. Taylor & Francis 2011 Article PeerReviewed 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 <https://doi.org/10.1080/03610920903350572>. https://doi.org/10.1080/03610920903350572 doi:10.1080/03610920903350572 |
| spellingShingle | Q Science (General) QA Mathematics Yunus, Rossita Mohamad Khan, Shahjahan Increasing the Power of the Test Through Pre-Test – A Robust Method |
| title | Increasing the Power of the Test Through Pre-Test – A Robust Method |
| title_full | Increasing the Power of the Test Through Pre-Test – A Robust Method |
| title_fullStr | Increasing the Power of the Test Through Pre-Test – A Robust Method |
| title_full_unstemmed | Increasing the Power of the Test Through Pre-Test – A Robust Method |
| title_short | Increasing the Power of the Test Through Pre-Test – A Robust Method |
| title_sort | increasing the power of the test through pre test a robust method |
| topic | Q Science (General) QA Mathematics |
| work_keys_str_mv | AT yunusrossitamohamad increasingthepowerofthetestthroughpretestarobustmethod AT khanshahjahan increasingthepowerofthetestthroughpretestarobustmethod |