Estimation of variance after a preliminary test of homogeneity and optimal levels of significance for the pre-test

DOI10.1016/0304-4076(75)90057-3zbMath0316.62008OpenAlexW2141455642MaRDI QIDQ1221613

S. Singh

Publication date: 1975

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10161/1918

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Point estimation (62F10)

Related Items (24)

Estimating the error variance in regression after a preliminary test of restrictions on the coefficients ⋮ Testimator of the scale parameter of the exponential distribution using linex loss function ⋮ Estimation of the scale parameter after a pre-test for homogeneity in a mis-specified regression model ⋮ On the admissibility and inadmissibility of estimators of scale parameters using an asymmetric loss function ⋮ Testing the disturbance variance after a pre-test for a linear hypothesis on coefficients in a linear regression ⋮ Risk of a homoscedasticity pre-test estimator of the regression scale under LINEX loss ⋮ Testing linear hypothesis on regression coefficients after a pre-test for disturbance variance ⋮ Estimation of regression coefficients after a preliminary test for homoscedasticity ⋮ 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 ⋮ A some times pool estimator of mean life under linex loss function¹ ⋮ Estimation of variance in bivariate normal distribution after the preliminary test of homogeneity ⋮ Pre-testing for linear restrictions in a regression model with spherically symmetric disturbances ⋮ Estimation of the error variance after a preliminary-test of homogeneity in a regression model with spherically symmetric disturbances ⋮ Shrinkage estimation for the difference between a control and treatment mean ⋮ Preliminary test estimation in the two parameter exponential distribution with time censored data ⋮ On choosing the optimal level of significance for the Durbin-Watson test and the Bayesian alternative ⋮ Finite sample properties of an HPT estimator when each individual regression coefficient is estimated in a misspecified linear regression model ⋮ A minimum discrimination information estimator of preliminary conjectured normal variance ⋮ On pooling disturbance variances when the goal is testing restrictions on regression coefficients ⋮ MSE Performance and Minimax Regret Significance Points for a HPT Estimator when each Individual Regression Coefficient is Estimated ⋮ Estimation of error variance in one-way random model ⋮ A minimax regret estimator of a normal mean after preliminary test ⋮ A preliminary test procedure for the scale parameter of exponential distribution when the selection parameter is unknown ⋮ Optimal critical values of pre-tests when estimating the regression error variance: Analytical findings under a general loss structure

Cites Work

• The Statistical Consequences of Preliminary Test Estimators in Regression
• On a Preliminary Test for Pooling Mean Squares in the Analysis of Variance
• On Biases in Estimation Due to the Use of Preliminary Tests of Significance

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