Show simple item record Toyoda, T. en_US Wallace, Dudley en_US 2010-03-09T15:27:01Z 2010-03-09T15:27:01Z 1976 en_US
dc.description.abstract 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 in this journal, derived pre-test critical values using a minimax regret criterion. Since James-Stein type estimators can be shown to dominate any pre-test estimator for the risk functions used here and in [8], no normative claims are made for the critical values we give. However, the use of pre-testing procedures continues in practice and the results given here, contrasted with other results, add to information about the character of costs and returns to such practices. en_US
dc.format.extent 276427 bytes
dc.format.mimetype application/pdf
dc.language.iso en_US
dc.publisher Econometrica en_US
dc.subject Critical en_US
dc.subject Optimal en_US
dc.subject Pre-test en_US
dc.subject risk en_US
dc.title Optimal Critical Values for Pre-Testing in Regression en_US
dc.type Journal Article en_US
dc.department Economics

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