Article ID Journal Published Year Pages File Type
415976 Computational Statistics & Data Analysis 2010 13 Pages PDF
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
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