On Biases in Estimation Due to the Use of Preliminary Tests of Significance
From MaRDI portal
Publication:5841767
DOI10.1214/aoms/1177731284zbMath0063.00180OpenAlexW2068819339WikidataQ100745035 ScholiaQ100745035MaRDI QIDQ5841767
Publication date: 1944
Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoms/1177731284
Related Items
A comparison of preliminary test, Stein-type and penalty estimators in gamma regression model ⋮ Improved estimation in elliptical linear mixed measurement error models ⋮ Conditional interval estimation of the extreme-value scale parameter following rejection of a pre-test ⋮ AN ESTIMATION PROCEDURE FOR ERROR VARIANCE INCORPORATING PTS FOR RANDOM EFFECTS MODEL UNDER LINEX LOSS FUNCTION ⋮ Testimator of the scale parameter of the exponential distribution using linex loss function ⋮ To pool or not to pool the proportion in randomized response surveys ⋮ Estimation of the scale parameter after a pre-test for homogeneity in a mis-specified regression model ⋮ Improved shrinkage estimators in zero-inflated negative binomial regression model ⋮ PREDICTION/ESTIMATION WITH SIMPLE LINEAR MODELS: IS IT REALLY THAT SIMPLE? ⋮ Performance of the stein-type two-parameter estimator in multiple linear regression model ⋮ Preliminary test almost unbiased two-parameter estimators with student’sterrors and conflicting test statistics ⋮ Shrinkage estimator of regression model under asymmetric loss ⋮ Some improved estimation for common variance of two populations ⋮ Shrinkage Estimation Strategies in Generalised Ridge Regression Models: Low/High‐Dimension Regime ⋮ Shrinkage estimation of the exponentiated Weibull regression model for time‐to‐event data ⋮ Using shrinkage strategies to estimate fixed effects in zero-inflated negative binomial mixed model ⋮ A note on test of hypothesis about mean after preliminary testing ⋮ Self-starting X-bar control chart based on Six Sigma quality and sometimes pooling procedure ⋮ A class of general pretest estimators for the univariate normal mean ⋮ Pooling means under uncertain prior information with application to discrete distributions ⋮ Interval estimation of error variance following a preliminary test in one–way random model ⋮ Estimation of the slope parameter in a linear regression model under a bounded loss function ⋮ Improved shrinkage estimators in the beta regression model with application in econometric and educational data ⋮ A some times pool estimator of mean life under linex loss function1 ⋮ On shrinkage to interval estimators of the binomial p ⋮ Improved point and interval estimation of the stress–strength reliability based on ranked set sampling ⋮ On estimating the mean In a bivariate normal distribution With equal or unequal variances ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Conditional interval estimation of the exponential location parameter following rejection of a pre-test ⋮ Performance analysis of the preliminary test estimator with series of stochastic restrictions ⋮ On preliminary test almost unbiased two-parameter estimator in linear regression model with student's t errors ⋮ On the Preliminary Test Backfitting and Speckman Estimators in Partially Linear Models and Numerical Comparisons ⋮ Simultaneous estimation of several CDF’s: homogeneity constraint ⋮ Establishment of Preliminary Test Estimators and Preliminary Test Confidence Intervals for Measures of Reliability of an Exponentiated Distribution Based on Type-II Censoring ⋮ Some Liu and ridge-type estimators and their properties under the ill-conditioned Gaussian linear regression model ⋮ Comparison of estimators of means based on p-samples from multivariate student-t population ⋮ Stein-type estimation using ranked set sampling ⋮ Performance of the shrinkage preliminary test ridge regression estimators based on the conflicting of W, LR and LM tests ⋮ Shrinkage estimation for the difference between a control and treatment mean ⋮ Ancova Approach For Shelf Life Analysis Of Stability Study Of Multiple Factor Designs ⋮ Shelf Life Determination Based On Equivalence Assessment ⋮ Shrinkage and Pretest Nonparametric Estimation of Regression Parameters from Censored Data with Multiple Observations at Each Level of Covariate ⋮ On the comparison of the pre-test and shrinkage estimators for the univariate normal mean ⋮ Improvement to AIC as Estimator of Kullback–Leibler Information for Linear Model Selection ⋮ Shrinkage Estimators of Intercept Parameters of Two Simple Regression Models with Suspected Equal Slopes ⋮ MODEL BUILDING AND DATA MINING ⋮ براوردگر پیش آزمون در مدل نمایی دو پارامتری تحت سانسور فزاینده نوع دوم ⋮ Efficient estimation for the conditional autoregressive model ⋮ Model selection and post estimation based on a pretest for logistic regression models ⋮ Comparison of preliminary test estimators based on generalized order statistics from proportional hazard family using Pitman measure of closeness ⋮ Optimum Critical Value for Pre-Test Estimator ⋮ On Liu-type biased estimators in measurement error models ⋮ Performance of Preliminary Test Estimator Under Linex Loss Function ⋮ On the Construction of Preliminary Test Estimator Based on Record Values for the Burr XII Model ⋮ A note on asano’s theorem on inference of variance ⋮ On least squares estimation of intercepts after a preliminary test on parallelism of regression lines ⋮ Development of preliminary test estimators and preliminary test confidence intervals for measures of reliability of Kumaraswamy-G distributions based on progressive type-II censoring ⋮ Performance of the preliminary test two-parameter estimators based on the conflicting test statistics in a regression model with Student'sterror ⋮ Conditional Interval Estimation of the Ratio of Variance Components following Rejection of a Pre-test ⋮ Stabilizing the Performance of Kurtosis Estimator of Multivariate Data ⋮ Combining reliability functions of a Weibull distribution ⋮ Preliminary phi-divergence test estimators for linear restrictions in a logistic regression model ⋮ On the asymptotic distributional risk properties of pre-test and shrinkage \(L_ 1\)-estimators ⋮ New estimators of distribution functions ⋮ Estimation strategies for the intercept vector in a simple linear multivariate normal regression model ⋮ Preliminary Test Regression Estimator When two Prior Values of Population Mean (μx) of an Auxiliary Variable (x) are Available ⋮ Testing base load with non-sample prior information on process load ⋮ Estimation of means on the basis of preliminary tests of significance ⋮ Shrinkage testimators for the shape parameter of weibull distributin under type ii censoring ⋮ Shrinkage estimation of the proportion in randomized response ⋮ Preliminary Test Estimators Induced by Three Large Sample Tests for Stochastic Constraints in a Regression Model with Multivariate Student-t Error ⋮ Preliminary test and Bayes Estimation of a Location Parameter Under Blinex Loss ⋮ Estimation in the complementary exponential geometric distribution based on progressive type-II censored data ⋮ Risk of a homoscedasticity pre-test estimator of the regression scale under LINEX loss ⋮ Conditional interval estimation of the mean following rejection of a two sided test ⋮ On the comparison of the pre-test and shrinkage phi-divergence test estimators for the symmetry model of categorical data ⋮ A review of preliminary test-based statistical methods for the benefit of Six Sigma quality practitioners ⋮ A ridge regression estimation approach to the measurement error model ⋮ Estimation of a regression coefficient after two preliminary tests of significance ⋮ Interval estimation of scale parameters following a pre-test for two exponential distributions ⋮ The generalized preliminary test estimator when different sets of stochastic restrictions are available ⋮ Improved mixed model for longitudinal data analysis using shrinkage method ⋮ Prediction of domain total using preliminary test ⋮ Estimation based on progressively type-I hybrid censored data from the Burr XII distribution ⋮ On level of significance of the preliminary test in pooling means ⋮ On some pre-test and Stein-rule phi-divergence test estimators in the independence model of categorical data ⋮ Observed Data Based Estimator and Both Observed Data and Prior Information Based Estimator Under Asymmetric Losses ⋮ Improving the estimators of the parameters of a probit regression model: a ridge regression approach ⋮ Improved preliminary test and Stein-rule Liu estimators for the ill-conditioned elliptical linear regression model ⋮ On the harm that ignoring pretesting can cause ⋮ Simple regression in view of elliptical models ⋮ Preliminary test estimation of the parameters of exponential and Pareto distributions for censored samples ⋮ Testing equality of two intercepts for the parallel regression model with non sample prior information ⋮ Estimation of variance in bivariate normal distribution after the preliminary test of homogeneity ⋮ Estimation of Slope for Linear Regression Model with Uncertain Prior Information and Student-tError ⋮ A pre-test like estimator dominating the least-squares method ⋮ Preliminary test and Stein estimations in simultaneous linear equations ⋮ Finite-Sample Properties of the Maximum Likelihood Estimator for the Poisson Regression Model With Random Covariates ⋮ Estimation of the error variance after a preliminary-test of homogeneity in a regression model with spherically symmetric disturbances ⋮ More on the Preliminary Test Estimator in Almost Unbiased Liu Regression ⋮ Inference concerning quantile for left truncated and right censored data ⋮ Shrinkage estimation for the difference between exponential guarantee time parameters ⋮ Preliminary test estimators and phi-divergence measures in generalized linear models with binary data ⋮ Improved nonparametric estimation of location vectors in multivariate regression models ⋮ On shrinkage estimators in matrix variate elliptical models ⋮ Preliminary test Liu estimators based on the conflicting W, LR and LM tests in a regression model with multivariate Student-\(t\) error ⋮ The exact distribution of a least squares regression coefficient estimator after a preliminary \(t\)-test ⋮ Improved ridge regression estimators for the logistic regression model ⋮ Improved confidence intervals for the scale parameter of Burr XII model based on record values ⋮ Estimation of variance after a preliminary test of homogeneity and optimal levels of significance for the pre-test ⋮ Testing and Merging Information for Effect Size Estimation ⋮ Regression estimation for bivariate normal distributions ⋮ On the near equivalence of the testimation and Schwarz information criterion (SIC) to study Cepheid period-luminosity relation ⋮ Pooling multivariate data ⋮ A note on relative efficiency of estimators based on preliminary tests in linear regression models ⋮ Stein-type improvement under stochastic constraints: use of multivariate Student-\(t\) model in regression ⋮ SHRINKAGE, PRETEST AND ABSOLUTE PENALTY ESTIMATORS IN PARTIALLY LINEAR MODELS ⋮ Estimation of the mean of a univariate normal distribution when the variance is not known ⋮ Improved estimation in multiple linear regression models with measurement error and general constraint ⋮ Shrinkage estimation in replicated median ranked set sampling ⋮ Positive-rule stein-type almost unbiased ridge estimator in linear regression model ⋮ A minimum discrimination information estimator of preliminary conjectured normal variance ⋮ Adaptive estimation strategies in gamma regression model ⋮ Positive shrinkage, improved pretest and absolute penalty estimators in partially linear models ⋮ Type I and II error rates of Bayesian two-sample tests under preliminary assessment of normality in balanced and unbalanced designs and its influence on the reproducibility of medical research ⋮ Improved variance estimation under sub-space restriction ⋮ On the estimation of reliabilty function in a Weibull lifetime distribution ⋮ On pooling disturbance variances when the goal is testing restrictions on regression coefficients ⋮ The choice of an error term in analysis of variance designs ⋮ A bootstrap theorem for a preliminary test estimator ⋮ On some ridge regression estimators: a nonparametric approach ⋮ Improved estimation in regression with varying penalty ⋮ Shrinkage Estimation Under Multivariate Elliptic Models ⋮ Estimation of error variance in one-way random model ⋮ Multi-auxiliary regression estimation based on conditional specification ⋮ Improved estimation of regression parameters in measurement error models ⋮ Improved pretest nonparametric estimation in a multivariate regression model ⋮ Sometimes pool \(t\) estimation -- via shrinkage ⋮ Properties of estimators after preliminary tests of significance when stochastic restrictions are used in regression ⋮ On preliminary test and shrinkage estimation in linear models with long-memory errors ⋮ Estimation of the mean vector of a multivariate normal distribution: subspace hypothesis ⋮ Improved biased estimation in an ANOVA model ⋮ Some comments on estimation in regression after preliminary tests of significance ⋮ On preliminary test ridge regression estimators for linear restrictions in a regression model with non-normal disturbances ⋮ The exact risks of some pre-test and stein-type regression estimators umder balanced loss ⋮ Improved estimators of the distribution function based on lower record values ⋮ Estimating and testing effect size from an arbitrary population ⋮ Double Stage Shrinkage Testimator of the Scale Parameter of an Exponential Life Model Under General Entropy Loss Function ⋮ Shrinkage Testimators for the Shape Parameter of Pareto Distribution Using LINEX Loss Function ⋮ Testing a main effect in a three factor mixed model ⋮ Some statistical implications of multivariate inequality constrained testing ⋮ Improved estimators of regression coefficients in measurement error models ⋮ Shrinkage estimation of reliability in the exponential distribution ⋮ Simultaneous estimation of coefficients of variation ⋮ Estimation of the intercept parameter for linear regression model with uncertain non-sample prior information
This page was built for publication: On Biases in Estimation Due to the Use of Preliminary Tests of Significance
