Hypothesis Testing For Arbitrary Bounds

Jeffrey Penney

No 1319, Working Paper from Economics Department, Queen's University

Abstract: 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.

Keywords: familywise error; multiple testing; null effect; partial identification; precise zero (search for similar items in EconPapers)
JEL-codes: C12 C18 (search for similar items in EconPapers)
Pages: 6 pages
Date: 2013-10
New Economics Papers: this item is included in nep-ecm
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (2)

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https://www.econ.queensu.ca/sites/econ.queensu.ca/files/qed_wp_1319.pdf First version 2013 (application/pdf)

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Journal Article: Hypothesis testing for arbitrary bounds (2013)
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Persistent link: https://EconPapers.repec.org/RePEc:qed:wpaper:1319

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