The exact distribution of a least squares regression coefficient estimator after a preliminary t-test

DOI10.1016/0167-7152(93)90124-2MaRDI QIDQ1209453zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

sampling distributionconditional inference\(t\)-testpreliminary-test estimator

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12)

Recommendations

• Optimal pre-test estimators in regression
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• Estimating the error variance in regression after a preliminary test of restrictions on the coefficients

Cites work

• scientific article; zbMATH DE number 3942890 (Why is no real title available?)
• scientific article; zbMATH DE number 3571320 (Why is no real title available?)
• scientific article; zbMATH DE number 3614055 (Why is no real title available?)
• scientific article; zbMATH DE number 233043 (Why is no real title available?)
• scientific article; zbMATH DE number 3188037 (Why is no real title available?)
• Estimation of means on the basis of preliminary tests of significance
• Inference based on conditional speclfication
• On Biases in Estimation Due to the Use of Preliminary Tests of Significance
• On the use of preliminary tests in certain statistical procedures

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
• On the near equivalence of the testimation and Schwarz information criterion (SIC) to study Cepheid period-luminosity relation
• The exact density and distribution functions of the inequality constrained and pre-test estimators
• 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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