Aligned rank tests in measurement error model

Radim Navrátil; A. K. Md. Ehsanes Saleh

Applications of Mathematics (2016)

  • Volume: 61, Issue: 1, page 47-59
  • ISSN: 0862-7940

Abstract

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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.

How to cite

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Navrátil, Radim, and Saleh, A. K. Md. Ehsanes. "Aligned rank tests in measurement error model." Applications of Mathematics 61.1 (2016): 47-59. <http://eudml.org/doc/276190>.

@article{Navrátil2016,
abstract = {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.},
author = {Navrátil, Radim, Saleh, A. K. Md. Ehsanes},
journal = {Applications of Mathematics},
keywords = {aligned test; measurement error; rank test; aligned test; measurement error; rank test},
language = {eng},
number = {1},
pages = {47-59},
publisher = {Institute of Mathematics, Academy of Sciences of the Czech Republic},
title = {Aligned rank tests in measurement error model},
url = {http://eudml.org/doc/276190},
volume = {61},
year = {2016},
}

TY - JOUR
AU - Navrátil, Radim
AU - Saleh, A. K. Md. Ehsanes
TI - Aligned rank tests in measurement error model
JO - Applications of Mathematics
PY - 2016
PB - Institute of Mathematics, Academy of Sciences of the Czech Republic
VL - 61
IS - 1
SP - 47
EP - 59
AB - 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.
LA - eng
KW - aligned test; measurement error; rank test; aligned test; measurement error; rank test
UR - http://eudml.org/doc/276190
ER -

References

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  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. (2010) 
  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. (2011) Zbl1244.62067MR2920711
  12. Picek, J., Statistical Procedures Based on Regression Rank Scores, Ph.D. thesis, Charles University in Prague (1996). (1996) 
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  14. Saleh, A. K. Md. E., Picek, J., Kalina, J., 10.1007/s00184-010-0328-2, Metrika 75 (2012), 311-328. (2012) Zbl1239.62081MR2909549DOI10.1007/s00184-010-0328-2
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