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Optimal Critical Values for Pre-Testing in Regression

dc.contributor.author Toyoda, T
dc.contributor.author Wallace, TD
dc.date.accessioned 2010-03-09T15:27:01Z
dc.date.available 2010-03-09T15:27:01Z
dc.date.issued 1976
dc.identifier.uri https://hdl.handle.net/10161/1871
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.
dc.format.extent 276427 bytes
dc.format.mimetype application/pdf
dc.language.iso en_US
dc.publisher JSTOR
dc.subject Critical
dc.subject Optimal
dc.subject Pre-test
dc.subject risk
dc.title Optimal Critical Values for Pre-Testing in Regression
dc.type Journal article


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