A note on hypothesis testing in LAV multiple regression: A small sample comparison

DOI10.1016/0167-9473(95)00022-4zbMath0875.62294OpenAlexW2057784933MaRDI QIDQ672070

Elizabeth L. Rose, Terry E. Dielman

Publication date: 27 February 1997

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-9473(95)00022-4

zbMATH Keywords

Wald testRobust regressionLikelihood ratio testLagrange multiplier test\(L_{1}\)-regressionLeast absolute deviationsLeast absolute value regression

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03)

Related Items

Variance estimates and hypothesis tests in least absolute value regression ⋮ LAD regression for detecting outliers in response and explanatory variables ⋮ Robust weighted LAD regression ⋮ Least absolute value regression: recent contributions ⋮ Applied regression analysis bibliography update 1994-97

Cites Work

• A bootstrap approach to hypothesis testing in least absolute value regression
• A further comparison of tests of hypotheses in LAV regression
• Distribution of quantiles in samples from a bivariate population
• Computational Algorithms for Calculating Least Absolute Value and Chebyshev Estimates for Multiple Regression
• Tests of linear hypotheses based on regression rank scores
• Tests of Linear Hypotheses and l"1 Estimation
• Tests of Linear Hypotheses and Lav Estimation: A Monte Carlo Comparison
• Adjusted power estimates in monte carlo experiments