Rank tests and regression rank score tests in measurement error models

Jana Jurecková, Jan Picek and A.K.Md. Ehsanes Saleh

Computational Statistics & Data Analysis, 2010, vol. 54, issue 12, 3108-3120

Abstract: 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.

Date: 2010
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