Testimation in Regression Parameter Estimation

✍ Scribed by Mezbahur Rahman; D. V. Gokhale

• Publisher: John Wiley and Sons
• Year: 1996
• Tongue: English
• Weight: 381 KB
• Volume: 38
• Category: Article
• ISSN: 0323-3847
• DOI: 10.1002/bimj.4710380706

✦ Synopsis

Testimation is considered in the problem of estimation of regmsion parameters. The first stage sample is used to test a (null) hypthesis that specifies initial @reassumed) values for some of the regression parameters. Linear combination of the preassumed values and the ordinary least square (OLS) estimates is considered as the estimate if the data agree with the hypothesis. Otherwise. a second sample is taken and parameters are estimated only by using OLS, based on the combined sample. The procedure proteas against type II error and against taking larger samples when inference can be made from a smaller sample.