Accession Number:

ADA143195

Title:

Bounded-Influence Inference in Regression.

Descriptive Note:

Technical rept.,

Corporate Author:

PRINCETON UNIV NJ DEPT OF STATISTICS

Personal Author(s):

Report Date:

1984-02-01

Pagination or Media Count:

40.0

Abstract:

Two new classes of tests for regression models, likelihood ratio type tests based on quadratic forms of robust estimators, are introduced. Both can be viewed as generalization of the classical F-test. By means of the influence function their robustness properties are investigated and optimally robust tests that maximize the asymptotic power within each class, under the side condition of a bounded influence function, are constructed. Finally, an example based on real data shows that these tests are valuable robust alternatives to the F-test. Author

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE