Score test in robust M-procedure
Article
Article Title | Score test in robust M-procedure |
---|---|
ERA Journal ID | 41643 |
Article Category | Article |
Authors | Khan, Shahjahan (Author) and Yunus, Rossita M. (Author) |
Journal Title | Journal of Applied Probability and Statistics |
Journal Citation | 9 (2), pp. 55-75 |
Number of Pages | 20 |
Year | 2014 |
Publisher | Islamic Countries Society of Statistical Sciences (ISOSS) |
Place of Publication | Lahore, Pakistan |
ISSN | 1930-6792 |
Web Address (URL) | http://japs.isoss.net/nov14.htm |
Abstract | A score type test based on the M-estimation method for a linear regression model is more reliable than the parametric based-test under mild departures from model assumptions, or when dataset has outliers. An R-function is developed for the score M-test, and applied to two real datasets to illustrate the procedure. The asymptotic power function of the M-test under a sequence of (contiguous) local alternatives is derived. Through computation of power function from simulated data, the M-test is compared with its alternatives, the Student's $t$ and Wilcoxon's rank tests. Graphical illustration of the asymptotic power of the M-test is provided for randomly generated data from the normal, Laplace, Cauchy, and logistic distributions. |
Keywords | robust inference, M-test, student's t test, rank test, asymptotic power, and contiguity |
ANZSRC Field of Research 2020 | 490510. Stochastic analysis and modelling |
490509. Statistical theory | |
490101. Approximation theory and asymptotic methods | |
Public Notes | c. 2014 Islamic Countries Society of Statistical Sciences. Author version deposited in accordance with the copyright policy of the publisher. |
Byline Affiliations | School of Agricultural, Computational and Environmental Sciences |
University of Malaya, Malaysia | |
Institution of Origin | University of Southern Queensland |
https://research.usq.edu.au/item/q2y13/score-test-in-robust-m-procedure
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