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Abstract Details

Activity Number: 472
Type: Contributed
Date/Time: Wednesday, August 1, 2012 : 8:30 AM to 10:20 AM
Sponsor: Business and Economic Statistics Section
Abstract - #306750
Title: Directed $T$ Tests of Inequality Constraints Under Alternatives in Linear and Nonlinear Models
Author(s): Zeng-Hua Lu*+
Companies: University of South Australia
Address: School of Commerce, Adelaide, 5001, , Australia
Keywords: Consistent test ; Most stringent test ; One-sided hypothesis ; Unbiased test

This paper constructs Directed One-Sided $t$ (DOST) tests of inequality constraints under the alternative hypothesis based on the idea of % \citeasnoun{swsl66}. Some properties of DOST tests are presented. These properties are shown to compare favorably to another multivariate one-sided $% t$ type tests known as locally most mean powerful tests. Simulation studies reveal that DOST tests can outperform existing tests. Finally, we report an empirical study in which we test the proposition that a more severe child disability is associated with a higher adverse impact on the work hours of affected Australian women.

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