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

DOI10.1016/S0167-9473(97)81021-3zbMath0875.62080OpenAlexW4241813931MaRDI QIDQ673289

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

zbMATH Keywords

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

Mathematics Subject Classification ID

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

Related Items (1)

Penalized power approach to compare the power of the tests when Type I error probabilities are different

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

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