Rank tests for corrupted linear models

MaRDI QIDQ4991196zbMATH OpenFDO

Authors Pranab K. Sen, Jan Picek, Jana Jurečková

Publication date 2 June 2021

Full work available at URL https://arxiv.org/abs/1503.07003

zbMATH Keywords

measurement errorlatent variablepartially linear modelmixed regression modelrank analysis of covariancerank analysis of variancerank test of linear hypothesis

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Linear regression; mixed models (62J05)

Abstract: For some variants of regression models, including partial, measurement error or error-in-variables, latent effects, semi-parametric and otherwise corrupted linear models, the classical parametric tests generally do not perform well. Various modifications and generalizations considered extensively in the literature rests on stringent regularity assumptions which are not likely to be tenable in many applications. However, in such non-standard cases, rank based tests can be adapted better, and further, incorporation of rank analysis of covariance tools enhance their power-efficiency. Numerical studies and a real data illustration show the superiority of rank based inference in such corrupted linear models.

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Cited in

(1)

• Rank tests and regression rank score tests in measurement error models

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