Robust Estimation and Hypothesis Testing of Linear Contrasts in Analysis of Covariance with Stochastic Covariates |
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Authors: | Birdal Şenoğlu |
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Affiliation: | a Department of Statistics, Ankara University, Turkey |
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Abstract: | Estimators of parameters are derived by using the method of modified maximum likelihood (MML) estimation when the distribution of covariate X and the error e are both non-normal in a simple analysis of covariance (ANCOVA) model. We show that our estimators are efficient. We also develop a test statistic for testing a linear contrast and show that it is robust. We give a real life example. |
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Keywords: | Generalized logistic linear contrasts modified likelihood non-normality robustness stochastic covariates |
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