## Search

Now showing items 1-7 of 7

#### A note on extraneous information in regression

(1973)

The Theil-Goldberger ( 196 1) exposition of combining sample and prior information
is well known and appears now in standard textbooks for graduate econometrics courses.
Diminishing the value of the prior relative to the ...

#### Optimal Critical Values for Pre-Testing in Regression

(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 ...

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

(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 ...

#### Full-Time Schooling in Life-Cycle Models of Human Capital Accumulation

(1975)

A reduced-form equation relating length of "formal schooling" to market, endowment,
and ability parameters was derived for a life-cycle human capital accumulation model
with alternative assumptions: (a) equal borrowing and ...

#### Sequential Methods in Model Construction

(1972)

"Inl statistical inference proper, the model is never questioned. . . . The methods
of mathematical statistics do not provide us with a means of specifying the model."
1 Few would question the profundity of the above quotes. ...

#### Weaker Criteria and Tests for Linear Restrictions in Regression

(1972)

The standard F test for linear restrictions in regression is relevant as a criterion
but fails to capture the notion of tradeoff between bias and variance. Average squared
distance criteria yield operational tests that are ...

#### Operational Techniques and Tables for Making Weak MSE Tests for Restrictions in Regressions

(1972)

Tables of critical points for the noncentral F are presented with noncentrality equal
to 1/2 of numerator degrees of freedom for denominator degrees of freedom of 1-30,
40, 60, 120, 200, 400, and 1,000, and numerator degrees ...