An assumption-free exact test for fixed-design linear models with exchangeable errors

Rank tests of sub-hypotheses in the general linear regression

Lihua Lei and Peter J Bickel

Biometrika, 2021, vol. 108, issue 2, 397-412

Abstract: SummaryWe propose the cyclic permutation test to test general linear hypotheses for linear models. The test is nonrandomized and valid in finite samples with exact Type I errorfor an arbitrary fixed design matrix and arbitrary exchangeable errors, wheneveris an integer and , whereis the sample size andis the number of parameters. The test involves applying the marginal rank test tolinear statistics of the outcome vector, where the coefficient vectors are determined by solving a linear system such that the joint distribution of the linear statistics is invariant with respect to a nonstandard cyclic permutation group under the null hypothesis. The power can be further enhanced by solving a secondary nonlinear travelling salesman problem, for which the genetic algorithm can find a reasonably good solution. Extensive simulation studies show that the cyclic permutation test has comparable power to existing tests. When testing for a single contrast of coefficients, an exact confidence interval can be obtained by inverting the test.

Keywords: Assumption-free test; Exact test; Fixed design; Linear hypothesis; Linear model; Marginal rank test; Nonlinear travelling salesman problem (search for similar items in EconPapers)
Date: 2021
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Citations: View citations in EconPapers (4)

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