Graphical Methods for Investigating the Size and Power of Hypothesis Tests
Russell Davidson and
James MacKinnon ()
The Manchester School of Economic & Social Studies, 1998, vol. 66, issue 1, 1-26
Simple techniques for the graphical display of simulation evidence concerning the size and power of hypothesis tests are developed and illustrated. Three types of figures--called P value plots, P value discrepancy plots, and size-power curves--are discussed. Some Monte Carlo experiments on the properties of alternative forms of the information matrix test for linear regression models and probit models are used to illustrate these figures. Tests based on the outer-product-of-the-gradient regression generally perform much worse in terms of both size and power than efficient score tests. Copyright 1998 by Blackwell Publishers Ltd and The Victoria University of Manchester
References: Add references at CitEc
Citations: View citations in EconPapers (122) Track citations by RSS feed
There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.
Working Paper: Graphical Methods for Investigating the Size and Power of Hypothesis Tests (1994)
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
Persistent link: https://EconPapers.repec.org/RePEc:bla:manch2:v:66:y:1998:i:1:p:1-26
Access Statistics for this article
More articles in The Manchester School of Economic & Social Studies from University of Manchester Contact information at EDIRC.
Bibliographic data for series maintained by Wiley Content Delivery ().