Testing linear hypothesis on regression coefficients after a pre-test for disturbance variance

DOI10.1016/0165-1765(85)90138-7MaRDI QIDQ375041zbMATH OpenOpenAlexFDO

Authors Kazuhiro Ohtani, Toshihisa Toyoda

Publication date 24 October 2013

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0165-1765(85)90138-7

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Statistical methods; economic indices and measures (91B82)

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Cites work

• Estimation of a regression coefficient after two preliminary tests of significance
• Estimation of regression coefficients after a preliminary test for homoscedasticity
• Estimation of variance after a preliminary test of homogeneity and optimal levels of significance for the pre-test
• Finite Sample Moments of a Preliminary Test Estimator in the Case of Possible Heteroscedasticity
• Testing equality of means after a preliminary test of equality of variances
• The sampling performance of pre-test estimators of the scale parameter under squared error loss
• Weaker Criteria and Tests for Linear Restrictions in Regression

Cited in

(7)

• Post-\(J\) test inference in non-nested linear regression models
• Preliminary-test estimation of the standard error of estimate in linear regression
• Testing the disturbance variance after a pre-test for a linear hypothesis on coefficients in a linear regression
• Estimating the error variance in regression after a preliminary test of restrictions on the coefficients
• Optimal levels of significance of a pre-test in estimating the disturbance variance after the pre-test for a linear hypothesis on coefficients in a linear regression
• Some sampling properties of the two-stage test in a linear regression with a proxy variable
• On pooling disturbance variances when the goal is testing restrictions on regression coefficients

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