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
type: Item
instance of: scholarly article
title: 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
zbMATH Open document ID: 1328.62431
DOI: 10.1016/0165-1765(88)90106-1
author: Kazuhiro Ohtani
published in: Economics Letters
publication date: 2016-01-01T00:00:00Z
Mathematics Subject Classification ID: 62J05
Mathematics Subject Classification ID: 62F10
Mathematics Subject Classification ID: 62D05
Mathematics Subject Classification ID: 91B82
zbMATH DE Number: 6525549
MaRDI profile type: Publication
full work available at URL: 0165-1765(88)90106-1
OpenAlex ID: W2044272079
cites work: Q3661894
cites work: On the Use of a Regret Function to Set Significance Points in Prior Tests of Estimation
cites work: Estimating the error variance in regression after a preliminary test of restrictions on the coefficients
cites work: Inadmissibility of the usual estimator for the variance of a normal distribution with unknown mean
cites work: Estimation of variance after a preliminary test of homogeneity and optimal levels of significance for the pre-test
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description: scientific article; zbMATH DE number 6525549