Finite sample performance of tests for symmetry of the errors in a linear model

被引：5

作者：

Hettmansperger, TP

McKean, JW ^{[1
]}

Sheather, SJ

机构：

[1] Western Michigan Univ, Dept Stat, Kalamazoo, MI 49008 USA

[2] Penn State Univ, University Pk, PA 16802 USA

[3] Univ New S Wales, Kensington, NSW 2033, Australia

来源：

JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION | 2002年 / 72卷 / 11期

关键词：

asymptotic distribution-free; asymptotic relative efficiency; linear rank scores; Monte Carlo study; rank-based regression; robust; signed-rank regression; Wilcoxon scores;

D O I：

10.1080/00949650214676

中图分类号：

TP39 [计算机的应用];

学科分类号：

081203 ; 0835 ;

摘要：

The finite sample performance of a number of tests for symmetry of the distribution of the errors of a linear model is considered. The first family of tests is based on the discrepancy between two regression fits. The first fit is appropriate under symmetric errors while the second is appropriate for skewed as well as symmetric error distributions. The second family of procedures consists of tests for the univariate symmetry problem. Thus, in the linear model setting these tests are based on residuals. An extensive empirical study of the finite sample, null behavior of the tests is presented. The results of a power comparison among the tests is also discussed.

引用

页码：863 / 879

页数：17

共 14 条

[1] Approximate is better than "exact" for interval estimation of binomial proportions [J].