کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
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415430 | 681208 | 2008 | 14 صفحه PDF | دانلود رایگان |
An implicit assumption in the classical analysis of covariance is that the relationship between the response variable Y and the covariable X is consistent across the support of X. This may not hold in general if the strength of the relationship between Y and X varies in different regions of the covariate space [Doksum, K., Blyth, S., Bradlow, E., Meng, X.-L., Zhao, H., 1994. Correlation curves as local measures of variance explained by regression. J. Amer. Statist. Assoc. 89 (426), 571–582]. In this paper, to cope with heterocorrelaticity nonparametrically, we propose an extended rank analysis of covariance by adjusting local tolerances and dividing the support of X into disjoint subintervals with substantial different correlations between Y and X. The results showed that the proposed method was flexible in model error distributions as well as changing local correlations between Y and X, while retaining relatively well empirical power in simulations.
Journal: Computational Statistics & Data Analysis - Volume 52, Issue 3, 1 January 2008, Pages 1399–1412