การประมาณค่าสัมประสิทธิ์การถดถอยเมื่อมีการทดสอบสมบัติฐานโดยใช้ข้อมูลต่างชุดกัน / วัลภา ประกอบผล = An estimation of regression coefficients when hypoteses are tested using differents sets of data / Vallapa Prakobphol
In estimating the regression coefficients when hypotheses about these values are tested, the entire set of available data is generally used in testing the hypotheses about and estimating the regression coefficients. This method may not give the best estimates for every case because the statistics used for testing .the hypotheses and for estimating are correlated. This study investigates the case where the data into halves, one for hypotheses testing and the other for estimating the coefficients after the result of hypotheses testing is known. This method is compared with the previous method through their mean square errors. The comparison is made under the constraints that the two halves are indendendent and have the same set of values for the independent variables. The study reveals that neither method is absolutely better than the other. However, the method examined in this study is better when the values of non-centrality parameters are within an interval of which the limits depend upon the number of restrictions, the sample size and the critical value of prior hypotheses testing.