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The Use of the Rank Transform in Regression

 

作者: RonaldL. Iman,   W.J. Conover,  

 

期刊: Technometrics  (Taylor Available online 1979)
卷期: Volume 21, issue 4  

页码: 499-509

 

ISSN:0040-1706

 

年代: 1979

 

DOI:10.1080/00401706.1979.10489820

 

出版商: Taylor & Francis Group

 

关键词: Linear regression;Isotonic regression;Multiple regression;Rank regression;Robust regression;Rank transform;Winsorization;Monte Carlo;Least squares;Predicted residuals

 

数据来源: Taylor

 

摘要:

The rank transform is a simple procedure which involves replacing the data with their corresponding ranks. The rank transform has previously been shown by the authors to be useful in hypothesis testing with respect to experimental designs. This study shows the results of using the rank transform in regression. Two sets of data given by Daniel and Wood [8] are considered for purposes of illustrating the rank transform in simple and multiple regression. Also given are the results of a Monte Carlo study which compares regression on ranks with some published Monte Carlo results on isotonic regression. This Monte Carlo study is also modified to compare regression on ranks with robust regression. Another illustration gives the results of analyses on large computer codes by regression on ranks. The rank transform is a simple, repeatable process that compares favorably with other methods such as given by Andrews [1]. Our studies indicate the method works quite well on monotonic data.

 

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