Abstract
A test for evaluating the significance of difference between the estimates of regression model is proposed. The idea is applicable on any estimator having Bahadur’s representation, nevertheless for the simplicity it is explained on a concrete example of One-step M-estimates. Performance of the test is illustrated by a numerical example.
This is a preview of subscription content, log in via an institution to check access.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Preview
Unable to display preview. Download preview PDF.
References
Bocek, P., Launnut, P. (1993), “Linear programming approach to LMS-estimation”, to appear in Memorial volume of Comput. Statist. & Data Analysis devoted to T. Havránek.
Hettmansperger, T. P., Sheather, S. J. (1992), “A Cautionary Note on the Method of Least Median Squares”, The American Statistician 46, 79–83.
Jurečková, J., Portnoy, S. (1988): Asymptotics for one-step M-estimators in regression with application to combining efficiency and high breakdown point. Comumunications in Statist. A 16, pp. 2187–2199.
Mason, R.L., Gunst, R.F., Hess, J.L. (1989), Statistical Design and Analysis of Experiments, New York: John Wiley.
Rousseeuw, P.J. (1984): Least median of square regression. Journal of Amer. Statist. Association 79, pp. 871–880.
Rubio, A. M., Víšek, J.Ă. (1993): Diagnostics of regression model: Test of goodness-of-fit. In these proceedings.
Visek, J. Ă. (1992a): Adaptive estimation in linear regression model and test of symmetry of residuals. Contributions to Statistics: Model-Oriented Data Analysis, Springer Verlag (1992), eds. V. Fedorov, W. G. Műller and I. N. Vuchkov, 133-149.
Visek, J. A. (1992b): Stability of regression model estimates with respect to sub-samples. Computational Statistics 7, 183–203.
Visek, J. Ă. (1993): A goodness of fit test of the linear regression models based on the weighted Hellinger distance. Submitted to print.
Author information
Authors and Affiliations
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 1994 Springer-Verlag Berlin Heidelberg
About this paper
Cite this paper
Boček, P., Víšek, J.Ă. (1994). Significance of Differences of Estimates. In: Mandl, P., Hušková, M. (eds) Asymptotic Statistics. Contributions to Statistics. Physica, Heidelberg. https://doi.org/10.1007/978-3-642-57984-4_15
Download citation
DOI: https://doi.org/10.1007/978-3-642-57984-4_15
Publisher Name: Physica, Heidelberg
Print ISBN: 978-3-7908-0770-7
Online ISBN: 978-3-642-57984-4
eBook Packages: Springer Book Archive