Aligned rank tests for the linear model with heteroscedastic errors

Michael G. Akritas*, Willem Albers

*Corresponding author for this work

    Research output: Contribution to journalArticleAcademicpeer-review

    3 Citations (Scopus)
    61 Downloads (Pure)

    Abstract

    We consider the problem of testing subhypotheses in a heteroscedastic linear regression model. The proposed test statistics are based on the ranks of scaled residuals obtained under the null hypothesis. Any estimator that is n -consistent under the null hypothesis can be used to form the residuals. The error variances are estimated through a parametric model. This extends the theory of aligned rank tests to the heteroscedastic linear model. A real data set is used to illustrate the procedure.
    Original languageEnglish
    Pages (from-to)23-41
    Number of pages19
    JournalJournal of statistical planning and inference
    Volume37
    Issue number1
    DOIs
    Publication statusPublished - 1993

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