Title: Assessment of a Preliminary F-Test Solution to the Behrens–Fisher Problem
Abstract: Abstract A detailed analysis of the effect of preliminary statistical (i.e., data-based) model selection on confidence intervals (based on the same data) constructed on the (incorrect) assumption that the selected model had been specified a priori has been carried out only recently; see Arabatzis et al. (1989), Regal and Hook (1991), Chiou and Han (1995a,b), Kabaila (1995), and Han (1998). Kabaila (1998) describes a technique of confidence interval (CI) construction that properly accounts for preliminary statistical model selection (i.e., the resulting confidence interval has the desired minimum coverage probability) and applies this technique to a linear regression problem. In this article we apply this technique to CI construction for the difference of two normal population means after a preliminary F-test that their population variances are equal. This preliminary test can be motivated by the prior belief (though not a certainty) that the population variances are equal. It is therefore of interest to e...
Publication Year: 2005
Publication Date: 2005-02-01
Language: en
Type: article
Indexed In: ['crossref']
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Cited By Count: 10
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