Arbeitspapier

Hypothesis Testing for Arbitrary Bounds

I derive a rigorous method to help determine whether a true parameter takes a value between two arbitrarily chosen points for a given level of confidence via a multiple testing procedure which strongly controls the familywise error rate. For any test size, the distance between the upper and lower bounds can be made smaller than that created by a confidence interval. The procedure is more powerful than other multiple testing methods that test the same hypothesis. This test can be used to provide an affirmative answer about the existence of a negligible effect.

Sprache
Englisch

Erschienen in
Series: Queen's Economics Department Working Paper ; No. 1319

Klassifikation
Wirtschaft
Hypothesis Testing: General
Methodological Issues: General
Thema
familywise error
multiple testing
null effect,
partial identification
precise zero

Ereignis
Geistige Schöpfung
(wer)
Penney, Jeffrey
Ereignis
Veröffentlichung
(wer)
Queen's University, Department of Economics
(wo)
Kingston (Ontario)
(wann)
2013

Handle
Letzte Aktualisierung
10.03.2025, 11:44 MEZ

Datenpartner

Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.

Objekttyp

  • Arbeitspapier

Beteiligte

  • Penney, Jeffrey
  • Queen's University, Department of Economics

Entstanden

  • 2013

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