Hypothesis testing for arbitrary bounds

Jeffrey Penney

Economics Letters, 2013, vol. 121, issue 3, 492-494

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)
Date: 2013
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (2)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0165176513004552
Full text for ScienceDirect subscribers only

Related works:
Working Paper: Hypothesis Testing For Arbitrary Bounds (2013)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:ecolet:v:121:y:2013:i:3:p:492-494

DOI: 10.1016/j.econlet.2013.10.008

Access Statistics for this article

Economics Letters is currently edited by Economics Letters Editorial Office

More articles in Economics Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().