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Details for article 144 of 198 found articles
| Title: |
Size and power of non-nested hypothesis tests and their bootstrap versions |
| Author: |
Ayuda, Maria-Isabel Aznar, Antonio |
| Appeared in: |
Applied economics letters |
| Paging: | Volume 8 (2001) nr. 10 pages 649-653 |
| Year: |
2001-10-01 |
| Contents: |
In this paper the behaviour of various non-nested hypothesis testing procedures are studied, namely the J and JA tests and the same bootstrap-adjusted tests, using graphical methods. These methods are the P value plot, the P value discrepancy plot and the size-power graph. The size and power of the four tests are compared for all the possible nominal sizes and not only for 1% or 5%. It is found that the best test is the bootstrap-adjusted J test, given that its size is close to the nominal, independently of the nominal size, whilst it has a higher power than the JA test. |
| Publisher: |
Routledge |
| Source file: |
Elektronische Wetenschappelijke Tijdschriften |
Details for article 144 of 198 found articles
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