The choice between two hypothesis tests

Most standard hypothesis tests have high power only against a limited space of alternative hypotheses. With the advent of new tests for the same hypothesis, claimed to have higher power for some alternatives, but lower for other, the practitioner has to make a choice between alternative tests. This paper recommends the use of a pre-test to guide this choice, or the combined use of both tests.

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Year of publication:	2007
Authors:	Ruist, Erik
Publisher:	Stockholm : Stockholm School of Economics, The Economic Research Institute (EFI)
Subject:	Statistischer Test \| Modell-Spezifikation \| Statistische Methodenlehre \| sign test \| t test \| two-dimensional criterion

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Series:	SSE/EFI Working Paper Series in Economics and Finance ; 667
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Working Paper
Language:	English
Other identifiers:	533034175 [GVK] hdl:10419/56295 [Handle]
Classification:	C12 - Hypothesis Testing
Source:	EconStor

Persistent link: https://www.econbiz.de/10010281368