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The Optimal Size of a Preliminary Test of Linear Restrictions in a Misspecified Regression Model

✍ Scribed by David E. A. Giles, Offer Lieberman and Judith A. Giles

Book ID
125249770
Publisher
American Statistical Association
Year
1992
Tongue
English
Weight
912 KB
Volume
87
Category
Article
ISSN
0162-1459

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## Abstract Consider the two linear regression models of __Y__~__ij__~ on __X__~__ij__~, namely __Y__~__ij__~ = Ξ²~__io__~ + Ξ²~__ij__~, __X__~__ij__~ + __E__~__ij__~ = 1, 2,…, __n__~__i__~, __i__ = 1, 2, where __E__~__ij__~ are assumed to be normally distributed with zero mean and common unknown var