Robust Analysis of Covariance

DOI10.2307/2530050zbMath0513.62045OpenAlexW2316494700WikidataQ41598544 ScholiaQ41598544MaRDI QIDQ3658927

Jeffrey B. Birch, Raymond H. Myers

Publication date: 1982

Published in: Biometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2530050

zbMATH Keywords

M-estimatorsMonte Carlo simulationgeneral linear modeltest for parallelismefficienciesiterated reweighted least squaresrobust analysis of covariancetest for adjusted meansF-like test statisticspresence of outlierst-like statisticstests on equality of slopes

Mathematics Subject Classification ID

Robustness and adaptive procedures (parametric inference) (62F35) Analysis of variance and covariance (ANOVA) (62J10)

Related Items (6)

Robust regression with both continuous and binary regressors ⋮ Estimating parameters in one-way analysis of covariance model with short-tailed symmetric error distributions ⋮ Some robust anova procedures under heteroscedasticity and nonnormality ⋮ A unified approach to exploratory factor analysis with missing data, nonnormal data, and in the presence of outliers ⋮ Stochastic analysis of covariance when the error distribution is long-tailed symmetric ⋮ Robust mean and covariance structure analysis through iteratively reweighted least squares

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