The exact distribution of a least squares regression coefficient estimator after a preliminary t-test
Determining the specification of a regression model according to the regressors' significance leads to a pre-test strategy. The exact sampling distribution of such a preliminary-test estimator is derived in this paper.
Year of publication: |
1993
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Authors: | Giles, David E. A. ; Srivastava, Virendra K. |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 16.1993, 1, p. 59-64
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Publisher: |
Elsevier |
Keywords: | Linear regression preliminary test t-test conditional inference |
Saved in:
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