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

DOI10.1016/S0167-9473(97)81021-3zbMATH Open0875.62080OpenAlexW4241813931MaRDI QIDQ673289FDOQ673289

Terry E. Dielman, Elizabeth L. Rose

Publication date: 28 February 1997

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

Full work available at URL: https://doi.org/10.1016/s0167-9473(97)81021-3

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• scientific article; zbMATH DE number 1917661

zbMATH Keywords

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

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Linear inference, regression (62J99)

Cites Work

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

Cited In (4)

• Penalized power approach to compare the power of the tests when Type I error probabilities are different
• Title not available (Why is that?)
• A bootstrap approach to hypothesis testing in least absolute value regression
• A note on hypothesis testing in LAV multiple regression: A small sample comparison

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