THE EXACT DISTRIBUTION OF A LEAST-SQUARES REGRESSION COEFFICIENT ESTIMATOR AFTER A PRELIMINARY T-TEST

被引：9

作者：

GILES, DEA

SRIVASTAVA, VK

机构：

[1] UNIV CANTERBURY,DEPT ECON,CHRISTCHURCH 8001,NEW ZEALAND

[2] UNIV LUCKNOW,DEPT STAT,LUCKNOW 226007,UTTAR PRADESH,INDIA

来源：

STATISTICS & PROBABILITY LETTERS | 1993年 / 16卷 / 01期

关键词：

LINEAR REGRESSION; PRELIMINARY TEST; T-TEST; CONDITIONAL INFERENCE;

D O I：

10.1016/0167-7152(93)90124-2

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Determining the specification of a regression model according to the regressors' significance leads to a pre-test strategy. The exact sampling distribution of such a preliminary-test estimator is derived in this paper.

引用

页码：59 / 64

页数：6

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