The exact distribution of a least squares regression coefficient estimator after a preliminary t-test
DOI10.1016/0167-7152(93)90124-2zbMATH Open0786.62024OpenAlexW2014590541MaRDI QIDQ1209453FDOQ1209453
Authors: David E. Giles, Virendra K. Srivastava 
Publication date: 16 May 1993
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-7152(93)90124-2
Recommendations
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Exact distribution theory in statistics (62E15) Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12)
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- On Biases in Estimation Due to the Use of Preliminary Tests of Significance
- Inference based on conditional speclfication
- Estimation of means on the basis of preliminary tests of significance
- On the use of preliminary tests in certain statistical procedures
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Cited In (10)
- The exact distribution and density functions of a pre-test estimator of the error variance in a linear regression model with proxy variables
- The exact density and distribution functions of the inequality constrained and pre-test estimators
- On the near equivalence of the testimation and Schwarz information criterion (SIC) to study Cepheid period-luminosity relation
- The density function and the MSE dominance of the pre-test estimator in a heteroscedastic linear regression model with omitted variables
- Finite-sample properties of the maximum likelihood estimator for the Poisson regression model with random covariates
- On the harm that ignoring pretesting can cause
- Exact distribution of a pre-test estimator for regression error variance when there are omitted variables.
- THE FINITE-SAMPLE DISTRIBUTION OF POST-MODEL-SELECTION ESTIMATORS AND UNIFORM VERSUS NONUNIFORM APPROXIMATIONS
- The coverage properties of confidence regions after model selection
- On the first order regression procedure of estimation for incomplete regression models
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