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Rank tests and regression rank score tests in measurement error models


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  • Jurecková, Jana
  • Picek, Jan
  • Saleh, A.K.Md. Ehsanes
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    The rank and regression rank score tests of linear hypothesis in the linear regression model are modified for measurement error models. The modified tests are still distribution free. Some tests of linear subhypotheses are invariant to the nuisance parameter, others are based on the aligned ranks using the R-estimators. The asymptotic relative efficiencies of tests with respect to tests in models without measurement errors are evaluated. The simulation study illustrates the powers of the tests.

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    Article provided by Elsevier in its journal Computational Statistics & Data Analysis.

    Volume (Year): 54 (2010)
    Issue (Month): 12 (December)
    Pages: 3108-3120

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    Handle: RePEc:eee:csdana:v:54:y:2010:i:12:p:3108-3120

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    7. Joshua Angrist & Victor Chernozhukov & Iván Fernández-Val, 2006. "Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure," Econometrica, Econometric Society, vol. 74(2), pages 539-563, 03.
    8. Raymond J. Carroll & Aurore Delaigle & Peter Hall, 2007. "Non-parametric regression estimation from data contaminated by a mixture of Berkson and classical errors," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 69(5), pages 859-878.
    9. Cardot, Herve & Crambes, Christophe & Kneip, Alois & Sarda, Pascal, 2007. "Smoothing splines estimators in functional linear regression with errors-in-variables," Computational Statistics & Data Analysis, Elsevier, vol. 51(10), pages 4832-4848, June.
    10. Jacqmin-Gadda, Helene & Sibillot, Solenne & Proust, Cecile & Molina, Jean-Michel & Thiebaut, Rodolphe, 2007. "Robustness of the linear mixed model to misspecified error distribution," Computational Statistics & Data Analysis, Elsevier, vol. 51(10), pages 5142-5154, June.
    11. Vidal, Ignacio & Iglesias, Pilar, 2008. "Comparison between a measurement error model and a linear model without measurement error," Computational Statistics & Data Analysis, Elsevier, vol. 53(1), pages 92-102, September.
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    Cited by:
    1. Saleh, A.K.Md. Ehsanes & Shalabh,, 2014. "A ridge regression estimation approach to the measurement error model," Journal of Multivariate Analysis, Elsevier, vol. 123(C), pages 68-84.


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