Can anyone please give me references of papers or books where the term
"exact test" is used and defined?
For instance, people use it to refer to Fisher's exact test, yet Fisher
does not seem to use the term.
Loosely speaking, a test is exact if its finite sample properties in
terms of level or size can be proven.
Or in other words, it controls the probability of making a type I error
(for the given sample size).
One of the only references I can now find is Dufour Torres, Journal of
Econometrics 2000, 255-289.
But I remember many more.
Hope for some help. Greetings, Karl
--
---------------------------------------------------------------------
Karl Schlag
Professor
Vice-Director of Studies
Department of Economics email: [log in to unmask]
University of Vienna landline: +43-1-4277-374-37
Hohenstaufengasse 9 mobile: +43-664-60277-37437
1010 Vienna, Austria fax: +43-1-4277-9374
room: 505 (fifth floor)
http://homepage.univie.ac.at/karl.schlag/
You may leave the list at any time by sending the command
SIGNOFF allstat
to [log in to unmask], leaving the subject line blank.
|