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

DOI10.1080/03610928808829869zbMath0696.62081OpenAlexW2019290922MaRDI QIDQ3473055

Kazuhiro Ohtani

Publication date: 1988

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928808829869

zbMATH Keywords

pre-testtwo-stage testlinear-hypothesis on regression coefficientstest for a disturbance variance

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03)

Related Items (1)

Comparison of the Stein and the usual estimators for the regression error variance under the Pitman nearness criterion when variables are omitted

Cites Work

• The sampling performance of pre-test estimators of the scale parameter under squared error loss
• Testing linear hypothesis on regression coefficients after a pre-test for disturbance variance
• Estimating the error variance in regression after a preliminary test of restrictions on the coefficients
• Estimation of variance after a preliminary test of homogeneity and optimal levels of significance for the pre-test
• On pooling disturbance variances when the goal is testing restrictions on regression coefficients
• Inadmissibility of the usual estimator for the variance of a normal distribution with unknown mean
• Investment Demand: An Empirical Contribution to the Aggregation Problem
• A mean square error test when stochastic restrictions are used in regression
• On the Use of a Regret Function to Set Significance Points in Prior Tests of Estimation
• Optimal Critical Values for Pre-Testing in Regression
• Some sampling properties of the two-stage test in a linear regression with a proxy variable
• Minimax Regret Significance Points for a Preliminary Test in Regression Analysis
• A Test of the Mean Square Error Criterion for Restrictions in Linear Regression

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