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Improved power of one-sided tests

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  • Meyer, Mary C.
  • Wang, Jianqiang C.
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    Abstract

    For the classical least-squares model it is often the case that shape or order restrictions are appropriate for the regression function, in the form of a set of linear inequality constraints imposed on the parameters. It is generally understood that the hypothesis test using the constrained alternative will provide higher power than the corresponding test using the unconstrained alternative. We present a formal proof that this is the case. Code for constrained estimation and testing is posted at www.stat.colostate.edu/~meyer/constrparam.htm.

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    Bibliographic Info

    Article provided by Elsevier in its journal Statistics & Probability Letters.

    Volume (Year): 82 (2012)
    Issue (Month): 8 ()
    Pages: 1619-1622

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    Handle: RePEc:eee:stapro:v:82:y:2012:i:8:p:1619-1622

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    Related research

    Keywords: Chi-bar-square test; E-bar test; Cone projection; Inequality constraints; Doubly-monotone;

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