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Rank tests and regression rank score tests in measurement error models

  • 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
    Contact details of provider: Web page: http://www.elsevier.com/locate/csda

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