Optimal Critical Values for Pre-Testing in Regression
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Cited in
(17)- Estimation of regression coefficients after a preliminary test for homoscedasticity
- The optimal size of a preliminary test for linear restrictions when estimating the regression scale parameter
- On choosing the optimal level of significance for the Durbin-Watson test and the Bayesian alternative
- Optimal pre-test estimators in regression
- Optimal critical values of pre-tests when estimating the regression error variance: Analytical findings under a general loss structure
- Optimal critical regions for pre-test estimators using a Bayes risk criterion
- Finite sample properties of an HPT estimator when each individual regression coefficient is estimated in a misspecified linear regression model
- MSE performance and minimax regret significance points for a HPT estimator when each individual regression coefficient is estimated
- On estimating the common mean in two normal distributions after a preliminary test for equality of variances
- MSE performance of a heterogeneous pre-test ridge regression estimator
- Testing the disturbance variance after a pre-test for a linear hypothesis on coefficients in a linear regression
- Risk performance of a pre-test ridge regression estimator under the LINEX loss function when each individual regression coefficient is estimated
- Optimal significance levels of prior tests in the presence of multicollinearity
- Edgeworth-adjusting test statistics for ar(1) errors
- Weighted-average least squares prediction
- Some implications of preliminary-test estimation in the context of size-biased sampling
- Mixed regression estimator under misspecification
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