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