SSE/EFI Working Paper Series in Economics and Finance
The choice between two hypothesis tests
Abstract: Most standard hypothesis tests have high power only
against a limited space of alternative hypotheses. With the advent of new
tests for the same hypothesis, claimed to have higher power for some
alternatives, but lower for other, the practitioner has to make a choice
between alternative tests. This paper recommends the use of a pre-test to
guide this choice, or the combined use of both tests.
Keywords: sign test; t test; two-dimensional criterion; (follow links to similar papers)
JEL-Codes: C12; (follow links to similar papers)
13 pages, June 14, 2007
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