Increasing the power of the test through pre-test -- a robust method

DOI10.1080/03610920903350572MaRDI QIDQ3007811zbMATH OpenOpenAlexFDO

Authors Rossita M. Yunus, Shahjahan Khan

Publication date 17 June 2011

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0710.1919, http://eprints.usq.edu.au/9371/2/Yunus_Khan_Comm_Stats_2011_AV.pdf

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35)

Abstract: This paper develops robust test procedures for testing the intercept of a simple regression model when it is extit{apriori} suspected that the slope has a specified value. Defining unrestricted test (UT), restricted test (RT) and pre-test test (PTT) corresponding to the unrestricted (UE), restricted (RE), and preliminary test estimators (PTE) in the estimation case, the M-estimation methodology is used to formulate the M-tests and derive their asymptotic power functions. Analytical and graphical comparisons of the three tests are obtained by studying the power functions with respect to size and power of the tests. It is shown that PTT achieves a reasonable dominance over the others asymptotically.

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Cited in

(5)

• Testing base load with non-sample prior information on process load
• Power gain by pre-testing?
• Testing equality of two intercepts for the parallel regression model with non sample prior information
• Power of hypothesis testing parameters shape of the distributions
• The power of the continuous distributions

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