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

dc.contributor.author Toyoda, T
dc.contributor.author Wallace, TD
dc.date.accessioned 2010-03-09T15:29:51Z
dc.date.available 2010-03-09T15:29:51Z
dc.date.issued 1975
dc.identifier.uri https://hdl.handle.net/10161/1918
dc.description.abstract 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 function is to minimize average relative risk. The outcome is independent of numbers of degrees of freedom in each sample. Optimal significance levels vary somewhat but are close to + for most d.f. and equal to : when numerator and denominator d.f. are equal. The results also apply to regression variance estimation across two data regimes.
dc.format.extent 423215 bytes
dc.format.mimetype application/pdf
dc.language.iso en_US
dc.publisher Elsevier BV
dc.subject estimating
dc.subject optimal pre-test
dc.subject preliminary test
dc.title Estimation of variance after a preliminary test of homogeneity and optimal levels of significance for the pre-test
dc.type Journal article


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