Title:
|
Aligned rank tests in measurement error model (English) |
Author:
|
Navrátil, Radim |
Author:
|
Saleh, A. K. Md. Ehsanes |
Language:
|
English |
Journal:
|
Applications of Mathematics |
ISSN:
|
0862-7940 (print) |
ISSN:
|
1572-9109 (online) |
Volume:
|
61 |
Issue:
|
1 |
Year:
|
2016 |
Pages:
|
47-59 |
Summary lang:
|
English |
. |
Category:
|
math |
. |
Summary:
|
Aligned rank tests are introduced in the linear regression model with possible measurement errors. Unknown nuisance parameters are estimated first and then classical rank tests are applied on the residuals. Two situations are discussed: testing about an intercept in the linear regression model considering the slope parameter as nuisance and testing of parallelism of several regression lines, i.e. whether the slope parameters of all lines are equal. Theoretical results are derived and the simulation study is also made to illustrate good performance of introduced tests. (English) |
Keyword:
|
aligned test |
Keyword:
|
measurement error |
Keyword:
|
rank test |
MSC:
|
62G10 |
MSC:
|
62J05 |
idZBL:
|
Zbl 06562146 |
idMR:
|
MR3455167 |
DOI:
|
10.1007/s10492-016-0121-2 |
. |
Date available:
|
2016-01-19T14:00:18Z |
Last updated:
|
2020-07-02 |
Stable URL:
|
http://hdl.handle.net/10338.dmlcz/144811 |
. |
Reference:
|
[1] Fuller, W. A.: Measurement Error Models.Wiley Series in Probability and Mathematical Statistics John Wiley & Sons, New York (1987). Zbl 0800.62413, MR 0898653 |
Reference:
|
[2] Hájek, J., Šidák, Z., Sen, P. K.: Theory of Rank Tests.Probability and Mathematical Statistics Academic Press, Orlando (1999). MR 1680991 |
Reference:
|
[3] J. L. Hodges, Jr., E. L. Lehmann: Estimates of location based on rank tests.Ann. Math. Stat. 34 (1963), 598-611. Zbl 0203.21105, MR 0152070, 10.1214/aoms/1177704172 |
Reference:
|
[4] Jaeckel, L. A.: Estimating regression coefficients by minimizing the dispersion of the residuals.Ann. Math. Stat. 43 (1972), 1449-1458. Zbl 0277.62049, MR 0348930, 10.1214/aoms/1177692377 |
Reference:
|
[5] Jurečková, J.: Nonparametric estimate of regression coefficients.Ann. Math. Stat. 42 (1971), 1328-1338. Zbl 0225.62052, MR 0295487, 10.1214/aoms/1177693245 |
Reference:
|
[6] Jurečková, J., Koul, H. L., Navrátil, R., Picek, J.: Behavior of R-estimators under measurement errors.Accepted to Bernoulli, arXiv:1411.3609. |
Reference:
|
[7] Jurečková, J., Picek, J., Saleh, A. K. Md. E.: Rank tests and regression and rank score tests in measurement error models.Comput. Stat. Data Anal. 54 (2010), 3108-3120. MR 2727738, 10.1016/j.csda.2009.08.020 |
Reference:
|
[8] Jurečková, J., Sen, P. K.: Robust Statistical Procedures.Wiley Series in Probability and Mathematical Statistics John Wiley & Sons, New York (1996). Zbl 0862.62032, MR 1387346 |
Reference:
|
[9] Koul, H. L.: Asymptotic behavior of Wilcoxon type confidence regions in multiple linear regression.Ann. Math. Stat. 40 (1969), 1950-1979. Zbl 0199.53503, MR 0260126, 10.1214/aoms/1177697278 |
Reference:
|
[10] Navrátil, R.: Rank tests of symmetry in measurement errors models.WDS2010 Proceedings of Contributed Papers: Part I, Mathematics and Computer Sciences (2010), 177-182. |
Reference:
|
[11] Navrátil, R.: Rank tests of symmetry and R-estimation of location parameter under measurement errors.Acta Univ. Palacki. Olomuc., Fac. Rerum Nat., Math. 50 (2011), 95-102. Zbl 1244.62067, MR 2920711 |
Reference:
|
[12] Picek, J.: Statistical Procedures Based on Regression Rank Scores.Ph.D. thesis, Charles University in Prague (1996). |
Reference:
|
[13] Puri, M. L., Sen, P. K.: Nonparametric Methods in General Linear Models.Wiley Series in Probability and Mathematical Statistics John Wiley & Sons, New York (1985). Zbl 0569.62024, MR 0794309 |
Reference:
|
[14] Saleh, A. K. Md. E., Picek, J., Kalina, J.: R-estimation of the parameters of a multiple regression model with measurement errors.Metrika 75 (2012), 311-328. Zbl 1239.62081, MR 2909549, 10.1007/s00184-010-0328-2 |
Reference:
|
[15] Sen, P. K.: On a class of rank order tests for the parallelism of several regression lines.Ann. Math. Stat. 40 (1969), 1668-1683. Zbl 0184.22401, MR 0267708, 10.1214/aoms/1177697381 |
. |