Accession Number : ADA135792
Title : On the Robust Rank Analysis of Linear Models with Nonsymetric Error Distributions.
Descriptive Note : Technical rept.,
Corporate Author : WESTERN MICHIGAN UNIV KALAMAZOO DEPT OF MATHEMATICS
Personal Author(s) : Sievers,G L ; McKean,J W
PDF Url : ADA135792
Report Date : Sep 1983
Pagination or Media Count : 34
Abstract : The robust analysis of linear models based on R-estimates involves an estimate of a scale parameter which is used in the analysis as a standardizing constant. The consistency of previous estimates of this scale parameter required that the underlying errors be symmetrically distributed. This assumption is not always warranted, for instance in survival models. A new estimate is proposed for the scale parameter and it is shown to be consistent for nonsymmetric and symmetric error distributions. With this new scale estimate, a complete robust analysis of a linear model can be accomplished without assuming symmetry. The small sample properties of the anlaysis are examined in a Monte Carlo study of several different situations.
Descriptors : *Mathematical models, *Rank order statistics, Linearity, Asymmetry, Errors, Distribution, Monte Carlo method, Scalar functions, Parameters, Estimates, Regression analysis
Subject Categories : Statistics and Probability
Distribution Statement : APPROVED FOR PUBLIC RELEASE