Aligned rank tests for the linear model with heteroscedastic errors

Willem Albers, Michael G. Akritas

    Research output: Book/ReportReportProfessional

    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
    Place of PublicationEnschede
    PublisherUniversity of Twente, Faculty of Applied Mathematics
    Number of pages26
    Publication statusPublished - 1990

    Publication series

    NameMemorandum
    PublisherUniversity of Twente, Faculty of Applied Mathematics
    No.890

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