The Power of the Tests on the Multiple Regression Model

Abstract

Many Authors have already studied estimation and testing using non-sample prior information (NSPI). They showed improvement of the estimation and the testing using NSPI. Here, we then study the power of the tests in testing hypothesis of the coefficient regression parameters on multiple regression model (MRM) when non-sample prior information (NSPI) is available on another subset of the regression parameters. Following the previous research of Pratikno [5], we used three different tests, namely unrestricted test (UT), restricted test (RT) and pre-test test (PTT). We then presented and graphically analyzed the power of the tests using R code. The result showed that the power of the PTT  be a eligible choice among them.