Smoothing-inspired lack-of-fit tests based on ranks
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Publication:6209528
DOI10.1214/193940307000000103arXiv0805.2285MaRDI QIDQ6209528FDOQ6209528
Publication date: 15 May 2008
Abstract: A rank-based test of the null hypothesis that a regressor has no effect on a response variable is proposed and analyzed. This test is identical in structure to the order selection test but with the raw data replaced by ranks. The test is nonparametric in that it is consistent against virtually any smooth alternative, and is completely distribution free for all sample sizes. The asymptotic distribution of the rank-based order selection statistic is obtained and seen to be the same as that of its raw data counterpart. Exact small sample critical values of the test statistic are provided as well. It is shown that the Pitman-Noether efficiency of the proposed rank test compares very favorably with that of the order selection test. In fact, their asymptotic relative efficiency is identical to that of the Wilcoxon signed rank and -tests. An example involving microarray data illustrates the usefulness of the rank test in practice.
Exact distribution theory in statistics (62E15) Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to biology and medical sciences; meta analysis (62P10) Asymptotic distribution theory in statistics (62E20)
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