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Theory and Method

On the Use of a Regret Function to Set Significance Points in Prior Tests of Estimation

Pages 126-131 | Received 01 Nov 1972, Published online: 05 Apr 2012

References

  • Brook , R. J. 1972 . “On the Use of a Minimax Regret Function to Set Significance Points in Prior Tests of Estimation,” , Raleigh , N.C. : Institute of Statistics . Series M856, (mimeographed)
  • Griliches , Zvi . 1964 . “Agricultural Production Function,” . American Economic Review , 54 ( No. 6 ) : 961 – 74 .
  • Lancaster , P. 1969 . Theory of Matrices , New York : Academic Press .
  • Sawa , T. and Hiromatsu , T. 1971 . “Minimax Regret Significance Points for a Preliminary Test in Regression Analysis,” , Stanford , Calif. : The Economic Series, Stanford University . Technical Report No. 39
  • Sclove , S. L. , Morris , C. and Radhakrishnan , R. 1972 . “Nonoptimality of Preliminary—Test Estimators for the Multinormal Mean,” . Annals of Mathematical Statistics , 43 ( No. 5 ) : 1481 – 90 .
  • Theil , H. 1971 . Principles of Econometrics , New York : John Wiley & Sons, Inc. .

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