Rank-based regression with repeated measurements data
Sin-Ho Jung
Biometrika, 2003, vol. 90, issue 3, 732-740
Abstract:
A rank-based regression method is proposed for repeated measurements data. It is a generalisation of the classical Wilcoxon--Mann--Whitney rank statistic for independent observations. The method is valid under a weak condition on the error terms that can accommodate certain heteroscedasticity and within-subject dependency. The asymptotic normality of the proposed estimator is proved using empirical process theory. A variance estimator, shown to be consistent, is also constructed. The proposed method is illustrated using data from a clinical trial on treating labour pain. Robustness and efficiency of the estimator is demonstrated in simulation studies. Copyright Biometrika Trust 2003, Oxford University Press.
Date: 2003
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Persistent link: https://EconPapers.repec.org/RePEc:oup:biomet:v:90:y:2003:i:3:p:732-740
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