Aligned rank tests for the linear model with heteroscedastic errors

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Akritas, Michael G. and Albers, Willem (1993) Aligned rank tests for the linear model with heteroscedastic errors. Journal of Statistical Planning and Inference, 37 (1). pp. 23-41. ISSN 0378-3758

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Abstract:We consider the problem of testing subhypotheses in a heteroscedastic linear regression model. The proposed test statistics are based on the ranks of scaled residuals obtained under the null hypothesis. Any estimator that is n -consistent under the null hypothesis can be used to form the residuals. The error variances are estimated through a parametric model. This extends the theory of aligned rank tests to the heteroscedastic linear model. A real data set is used to illustrate the procedure.
Item Type:Article
Copyright:© 1993 Elsevier Science
Faculty:
Electrical Engineering, Mathematics and Computer Science (EEMCS)
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Link to this item:http://purl.utwente.nl/publications/30036
Official URL:http://dx.doi.org/10.1016/0378-3758(93)90077-J
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