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Displaying similar documents to “Testing the stability of regression parameters when some additional data sets are available.”

On a robust significance test for the Cox regression model

Tadeusz Bednarski, Filip Borowicz (2006)

Discussiones Mathematicae Probability and Statistics

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A robust significance testing method for the Cox regression model, based on a modified Wald test statistic, is discussed. Using Monte Carlo experiments the asymptotic behavior of the modified robust versions of the Wald statistic is compared with the standard significance test for the Cox model based on the log likelihood ratio test statistic.

Sign and Wilcoxon tests for quadratic versus cubic regression.

A. P. Gore, K. S. Madhava Rao (1984)

Trabajos de Estadística e Investigación Operativa

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In this paper sign and Wilcoxon tests for testing the null hypothesis of quadratic regression versus the alternative, cubic regression are proposed. It is shown that in the case of a simple design consisting of multiple Y observations at each of the four levels of x, the proposed tests perform reasonably well as compared to their parametric competitors, while in the case of a general design consisting of a large number of levels of x, the loss in Pitman efficiency is considerable. However...

Goodness-of-fit tests for parametric regression models based on empirical characteristic functions

Marie Hušková, Simon G. Meintanis (2009)

Kybernetika

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Test procedures are constructed for testing the goodness-of-fit in parametric regression models. The test statistic is in the form of an L2 distance between the empirical characteristic function of the residuals in a parametric regression fit and the corresponding empirical characteristic function of the residuals in a non-parametric regression fit. The asymptotic null distribution as well as the behavior of the test statistic under contiguous alternatives is investigated. Theoretical...

Detecting atypical data in air pollution studies by using shorth intervals for regression

Cécile Durot, Karelle Thiébot (2010)

ESAIM: Probability and Statistics

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To validate pollution data, subject-matter experts in Airpl (an organization that maintains a network of air pollution monitoring stations in western France) daily perform visual examinations of the data and check their consistency. In this paper, we describe these visual examinations and propose a formalization for this problem. The examinations consist in comparisons of so-called shorth intervals so we build a statistical test that compares such intervals in a nonparametric regression...

Kolmogorov-Smirnov two-sample test based on regression rank scores

Martin Schindler (2008)

Applications of Mathematics

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We derive the two-sample Kolmogorov-Smirnov type test when a nuisance linear regression is present. The test is based on regression rank scores and provides a natural extension of the classical Kolmogorov-Smirnov test. Its asymptotic distributions under the hypothesis and the local alternatives coincide with those of the classical test.