A Study of Robustness of Preliminary Tests in Conditionally Specified Regression Models

dc.contributor.author	Han, Chien-Pai	en
dc.date.accessioned	2010-06-02T21:13:47Z	en
dc.date.available	2010-06-02T21:13:47Z	en
dc.date.issued	1983-05	en
dc.identifier.uri	http://hdl.handle.net/10106/2272	en
dc.description.abstract	Please note that the full text is embargoed ABSTRACT: The selection of variables in regression analysis is usually done by using preliminary tests. When it is doubtful whether the regression coefficients of a set of variables are equal to zero or not, one may use a significance test. When the test rejects the null hypothesis, the set of variables is retained in the model otherwise the set is deleted from the model. The preliminary test is usually an F test based on normal theory. This paper examines the robustness of the preliminary test in model selection by a Monte Carlo study.	en
dc.language.iso	en_US	en
dc.publisher	University of Texas at Arlington	en
dc.relation.ispartofseries	Technical Report;199	en
dc.subject	Regression models	en
dc.subject	F test	en
dc.subject	Monte Carlo study	en
dc.subject.lcsh	Mathematics Research	en
dc.subject.lcsh	Statistics	en
dc.title	A Study of Robustness of Preliminary Tests in Conditionally Specified Regression Models	en
dc.type	Technical Report	en
dc.publisher.department	Department of Mathematics	en