Now showing items 1-2 of 2
Optimal Critical Values for Pre-Testing in Regression
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  who, in a recent paper ...
Estimation of variance after a preliminary test of homogeneity and optimal levels of significance for the pre-test
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 ...