Teaching size and power properties of hypothesis tests through simulations

DOI10.1515/JEM-2015-0014zbMATH Open1400.62336OpenAlexW2561327808MaRDI QIDQ1669830FDOQ1669830

Authors: Süleyman Taşpınar, Osman Doğan 

Publication date: 4 September 2018

Published in: Journal of Econometric Methods (Search for Journal in Brave)

Full work available at URL: https://academicworks.cuny.edu/qc_pubs/192

Recommendations

• Using a simple experiment for teaching hypothesis testing
• Teaching power of the \(t\)-test and its interpretation
• Estimating test power adjusted for size
• COMPARING EMPIRICAL DISTRIBUTIONS OF P-VALUES FROM SIMULATIONS
• How many simulations should one run?

zbMATH Keywords

powersizehypothesis tests\(p\)-value discrepancy plots\(p\)-value plotssize-power curves

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20)

Cites Work

• Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
• Econometric analysis of cross section and panel data.
• Title not available (Why is that?)
• On a measure of lack of fit in time series models
• Rao's score test in spatial econometrics
• DIAGNOSTIC CHECKING ARMA TIME SERIES MODELS USING SQUARED-RESIDUAL AUTOCORRELATIONS
• Title not available (Why is that?)
• Two-stage non Gaussian QML estimation of GARCH models and testing the efficiency of the Gaussian QMLE
• An introduction to analysis of financial data with R.
• Econometric modelling with time series. Specification, estimation and testing
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Cited In (2)

• Some activities designed for teaching the type I error concept in a constructivist environment using simulation
• Using a simple experiment for teaching hypothesis testing

Uses Software

• Matlab
• R
• MFE toolbox

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