Browsing Duke Faculty Articles by Author "Toyoda, T."

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

Toyoda, T.; Wallace, Dudley (Journal of Econometrics, 1975)

The question of whether to pool two samples in variance estimation is often decided via a preliminary F test. In this paper we show that the optimal pre-test F value is unity for a onesided alternative, where the objective ...
Optimal Critical Values for Pre-Testing in Regression

Toyoda, T.; Wallace, Dudley (Econometrica, 1976)

In this paper we derive and present optimal critical points for pre-tests in regression using a minimum average relative risk criterion. We use the same type risk functions as Sawa and Hiromatsu [8] who, in a recent paper ...