Minimax Regret Significance Points for a Preliminary Test in Regression Analysis

1 November 1973

journal article
Published by JSTOR in Econometrica

Vol. 41 (6) , 1093
https://doi.org/10.2307/1914038

Abstract

The preliminary test estimator (or predictor) is studied in the context of linear normal regression models. The estimator (or predictor) obtained after the prel...

Keywords

REGRESSION ANALYSIS
SIGNIFICANCE POINTS
PRELIMINARY TEST
MINIMAX REGRET SIGNIFICANCE