Robust measures of association in the correlation model

DOI10.1016/0167-7152(94)90017-5MaRDI QIDQ1332739zbMATH OpenOpenAlexFDO

Authors Lee D. Witt, Joseph W. McKean, Joshua D. Naranjo

Publication date 17 November 1994

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-7152(94)90017-5

zbMATH Keywords

\(M\)-estimates\(R\)-estimatesbounded influencecoefficient of multiple determinationconsistent estimatecorrelation modeldepartures from normalityleast squares estimatesproportion of explained dispersionrobust estimatesrobust measures of association

Mathematics Subject Classification ID

Robustness and adaptive procedures (parametric inference) (62F35) Measures of association (correlation, canonical correlation, etc.) (62H20) Linear regression; mixed models (62J05)

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Cites work

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• Asymptotic normality ofr-estimates in the linear model
• Asymptotic Validity of F Tests for the Ordinary Linear Model and the Multiple Correlation Model
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• Estimating Regression Coefficients by Minimizing the Dispersion of the Residuals
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Cited in

(12)

• On association measures for continuous variables and correction for chance
• Estimators of the multiple correlation coefficient: local robustness and confidence intervals
• Statistical inference for a robust measure of multiple correlation
• On association in regression: the coefficient of determination revisited
• Comparing Robust Measures of Association Estimated Via a Smoother
• scientific article; zbMATH DE number 3958451 (Why is no real title available?)
• Influence functions for rank-based procedures in the linear model
• Robust multivariate association and dimension reduction using density divergences
• A robust partial correlation measure
• Comparing dependent robust correlations
• Dimension Reduction with Linear Discriminant Functions Based on an Odds Ratio Parameterization
• A robust coefficient of determination for regression

Describes a project that uses

Uses Software

• NAG

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