Graphical Methods for Investigating the Size and Power of Hypothesis Tests
Russell Davidson and
James MacKinnon
No 903, Working Paper from Economics Department, Queen's University
Abstract:
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 are used to illustrate these figures. Tests based on the OPG regression are found to perform poorly in terms of both size and power.
Pages: 25 pages
Date: 1994-06
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (13)
Downloads: (external link)
http://qed.econ.queensu.ca/working_papers/papers/qed_wp_903.pdf First version 1994 (application/pdf)
Related works:
Journal Article: Graphical Methods for Investigating the Size and Power of Hypothesis Tests (1998)
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:qed:wpaper:903
Access Statistics for this paper
More papers in Working Paper from Economics Department, Queen's University Contact information at EDIRC.
Bibliographic data for series maintained by Mark Babcock (babcockm@queensu.ca).