دانلود مقاله ISI انگلیسی شماره 46607
ترجمه فارسی عنوان مقاله

آزمون قوی برای مدل های رگرسیون خطی بر مبنای ττ-برآورد

عنوان انگلیسی
Robust tests for linear regression models based on ττ-estimates
کد مقاله سال انتشار تعداد صفحات مقاله انگلیسی
46607 2016 20 صفحه PDF
منبع

Publisher : Elsevier - Science Direct (الزویر - ساینس دایرکت)

Journal : Computational Statistics & Data Analysis, Volume 93, January 2016, Pages 436–455

ترجمه کلمات کلیدی
آمار قوی - آزمون قوی - رگرسیون خطی
کلمات کلیدی انگلیسی
Robust statistics; Robust tests; Linear regression
پیش نمایش مقاله
پیش نمایش مقاله  آزمون قوی برای مدل های رگرسیون خطی بر مبنای ττ-برآورد

چکیده انگلیسی

ANOVA tests are the standard tests to compare nested linear models fitted by least squares. These tests are equivalent to likelihood ratio tests, so they have high power. However, least squares estimators are very vulnerable to outliers in the data, and thus the related ANOVA type tests are also extremely sensitive to outliers. Therefore, robust estimators can be considered to obtain a robust alternative to the ANOVA tests. Regression ττ-estimators combine high robustness with high efficiency which makes them suitable for robust inference beyond parameter estimation. Robust likelihood ratio type test statistics based on the ττ-estimates of the error scale in the linear model are a natural alternative to the classical ANOVA tests. The higher efficiency of the ττ-scale estimates compared with other robust alternatives is expected to yield tests with good power. Their null distribution can be estimated using either an asymptotic approximation or the fast and robust bootstrap. The robustness and power of the resulting robust likelihood ratio type tests for nested linear models is studied.