Aligned rank tests for the linear model with heteroscedastic errors

Michael G. Akritas; Willem Albers

doi:10.1016/0378-3758(93)90077-J

Aligned rank tests for the linear model with heteroscedastic errors

Michael G. Akritas^*, Willem Albers

^*Corresponding author for this work

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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 language	English
Pages (from-to)	23-41
Number of pages	19
Journal	Journal of statistical planning and inference
Volume	37
Issue number	1
DOIs	https://doi.org/10.1016/0378-3758(93)90077-J
Publication status	Published - 1993

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10.1016/0378-3758(93)90077-J

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Aligned rank tests for the linear model with heteroscedastic errors
Albers, W. & Akritas, M. G., 1990, Enschede: University of Twente. 26 p. (Memorandum; no. 890)
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title = "Aligned rank tests for the linear model with heteroscedastic errors",

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.",

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AU - Akritas, Michael G.

AU - Albers, Willem

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AB - 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.

U2 - 10.1016/0378-3758(93)90077-J

DO - 10.1016/0378-3758(93)90077-J

M3 - Article

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VL - 37

SP - 23

EP - 41

JO - Journal of statistical planning and inference

JF - Journal of statistical planning and inference

IS - 1

ER -

Aligned rank tests for the linear model with heteroscedastic errors

Abstract

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Aligned rank tests for the linear model with heteroscedastic errors

Cite this