Access

You are not currently logged in.

Access your personal account or get JSTOR access through your library or other institution:

login

Log in to your personal account or through your institution.

The Statistical Consequences of Preliminary Test Estimators in Regression

M. E. Bock, T. A. Yancey and G. G. Judge
Journal of the American Statistical Association
Vol. 68, No. 341 (Mar., 1973), pp. 109-116
DOI: 10.2307/2284154
Stable URL: http://www.jstor.org/stable/2284154
Page Count: 8
  • Download ($14.00)
  • Cite this Item
The Statistical Consequences of Preliminary Test Estimators in Regression
Preview not available

Abstract

This study is concerned with deriving the properties of the preliminary test estimator for the general linear normal regression model, ascertaining the characteristics of the risk functions over the parameter space, and determining the conditions necessary for the risk of this estimator to exceed or be less than the conventional one under squared error loss. A test procedure and the problem of choosing an optimal level of significance for the test are discussed. Some theorems and lemmas used in evaluating the risk and some properties of functions of the non-central F distribution are developed in the appendices.

Page Thumbnails

  • Thumbnail: Page 
109
    109
  • Thumbnail: Page 
110
    110
  • Thumbnail: Page 
111
    111
  • Thumbnail: Page 
112
    112
  • Thumbnail: Page 
113
    113
  • Thumbnail: Page 
114
    114
  • Thumbnail: Page 
115
    115
  • Thumbnail: Page 
116
    116