A Robust Alternative Based on Ranks to Least Squares in Analyzing Linear Models
作者:
ThomasP. Hettmansperger,
JosephW. McKean,
期刊:
Technometrics
(Taylor Available online 1977)
卷期:
Volume 19,
issue 3
页码: 275-284
ISSN:0040-1706
年代: 1977
DOI:10.1080/00401706.1977.10489549
出版商: Taylor & Francis Group
关键词: Robust estimate;Rank estimate;Rank tests;Linear models
数据来源: Taylor
摘要:
A unified approach based on the ranks of the residuals iS developed for testing and estimation in the linear model, The methods are robust and efficient relative to least squares methods. For ease of application, the strong analogy to least squares strategy is emphasized. The procedures are illustrated on examples from regression and analysis of covariance.
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