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M-tests for multivariate regression model

The M-estimation method is used to define the unrestricted test, restricted test and pre-test test (PTT) for testing the intercept vector of a multivariate simple regression model when it is a priori suspected that the slope vector has some specified values. The asymptotic distribution of the test s...

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Main Authors: Yunus, Rossita Mohamad, Khan, Shahjahan
Format: Article
Published: Taylor and Francis 2011
Subjects:
Q Science (General)
QA Mathematics
Online Access:http://eprints.um.edu.my/2169/
https://doi.org/10.1080/10485252.2010.503896
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spelling my.um.eprints.21692019-11-15T07:04:30Z http://eprints.um.edu.my/2169/ M-tests for multivariate regression model Yunus, Rossita Mohamad Khan, Shahjahan Q Science (General) QA Mathematics The M-estimation method is used to define the unrestricted test, restricted test and pre-test test (PTT) for testing the intercept vector of a multivariate simple regression model when it is a priori suspected that the slope vector has some specified values. The asymptotic distribution of the test statistics and the asymptotic power functions of the proposed M-tests are derived. Performances of the M-tests are compared both analytically and graphically. The analytical results as well as an illustrative simulation study to compare the size and power of the M-tests reveal a reasonable dominance of the PTT over the other two tests. © American Statistical Association and Taylor & Francis 2011. Taylor and Francis 2011 Article PeerReviewed Yunus, Rossita Mohamad and Khan, Shahjahan (2011) M-tests for multivariate regression model. Journal of Nonparametric Statistics, 23 (1). pp. 201-218. ISSN 1048-5252 https://doi.org/10.1080/10485252.2010.503896 doi:10.1080/10485252.2010.503896
institution Universiti Malaya
building UM Library
collection Institutional Repository
continent Asia
country Malaysia
content_provider Universiti Malaya
content_source UM Research Repository
url_provider http://eprints.um.edu.my/
topic Q Science (General)
QA Mathematics
spellingShingle Q Science (General)
QA Mathematics
Yunus, Rossita Mohamad
Khan, Shahjahan
M-tests for multivariate regression model
description The M-estimation method is used to define the unrestricted test, restricted test and pre-test test (PTT) for testing the intercept vector of a multivariate simple regression model when it is a priori suspected that the slope vector has some specified values. The asymptotic distribution of the test statistics and the asymptotic power functions of the proposed M-tests are derived. Performances of the M-tests are compared both analytically and graphically. The analytical results as well as an illustrative simulation study to compare the size and power of the M-tests reveal a reasonable dominance of the PTT over the other two tests. © American Statistical Association and Taylor & Francis 2011.
format Article
author Yunus, Rossita Mohamad
Khan, Shahjahan
author_facet Yunus, Rossita Mohamad
Khan, Shahjahan
author_sort Yunus, Rossita Mohamad
title M-tests for multivariate regression model
title_short M-tests for multivariate regression model
title_full M-tests for multivariate regression model
title_fullStr M-tests for multivariate regression model
title_full_unstemmed M-tests for multivariate regression model
title_sort m-tests for multivariate regression model
publisher Taylor and Francis
publishDate 2011
url http://eprints.um.edu.my/2169/
https://doi.org/10.1080/10485252.2010.503896
_version_ 1651867304348090368
score 13.209306

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