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The Economic Research Institute, Stockholm School of Economics SSE/EFI Working Paper Series in Economics and Finance

No 667:
The choice between two hypothesis tests

Erik Ruist ()

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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