We extend the KVB approach of Kiefer, Vogelsang, and Bunzel (2000) to constructing robust M tests without consistent estimation of the asymptotic covariance matrix. We demonstrate that, when model ...
The aim of this paper is to provide an overview of sample size estimations for the most frequent type of group studies that result in continuous, binary and ordered categorical outcomes. In recent ...
We derive exact finite-sample expressions for the biases and risks of several common pretest estimators of the scale parameter in the linear regression model. These estimators are associated with ...
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