Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
415976 | Computational Statistics & Data Analysis | 2010 | 13 Pages |
Abstract
The rank and regression rank score tests of linear hypothesis in the linear regression model are modified for measurement error models. The modified tests are still distribution free. Some tests of linear subhypotheses are invariant to the nuisance parameter, others are based on the aligned ranks using the RR-estimators. The asymptotic relative efficiencies of tests with respect to tests in models without measurement errors are evaluated. The simulation study illustrates the powers of the tests.
Related Topics
Physical Sciences and Engineering
Computer Science
Computational Theory and Mathematics
Authors
Jana Jurečková, Jan Picek, A.K.Md. Ehsanes Saleh,