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):

Report Date:

1983-09-01

Pagination or Media Count:

34.0

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.

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE