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Physical Sciences and Mathematics Commons™
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Full-Text Articles in Physical Sciences and Mathematics
Bootstrap Confidence Intervals And Coverage Probabilities Of Regression Parameter Estimates Using Trimmed Elemental Estimation, Matthew Hall, Matthew S. Mayo
Bootstrap Confidence Intervals And Coverage Probabilities Of Regression Parameter Estimates Using Trimmed Elemental Estimation, Matthew Hall, Matthew S. Mayo
Journal of Modern Applied Statistical Methods
Mayo and Gray introduced the leverage residual-weighted elemental (LRWE) classification of regression estimators and a new method of estimation called trimmed elemental estimation (TEE), showing the efficiency and robustness of TEE point estimates. Using bootstrap methods, properties of various trimmed elemental estimator interval estimates to allow for inference are examined and estimates with ordinary least squares (OLS) and least sum of absolute values (LAV) are compared. Confidence intervals and coverage probabilities for the estimators using a variety of error distributions, sample sizes, and number of parameters are examined. To reduce computational intensity, randomly selecting elemental subsets to calculate the parameter …
An Evaluation Of Standard, Alternative, And Robust Slope Test Strategies, Tim Moses, Alan Klockars
An Evaluation Of Standard, Alternative, And Robust Slope Test Strategies, Tim Moses, Alan Klockars
Journal of Modern Applied Statistical Methods
The robustness and power of nine strategies for testing the differences between two groups’ regression slopes under nonnormality and residual variance heterogeneity are compared. The results showed that three most robust slope test strategies were the combination of the trimmed and Winsorized slopes with the James second order test, the combination of Theil-Sen with James, and Theil-Sen with percentile bootstrapping. The slope tests based on Theil-Sen slopes were more powerful than those based on trimmed and Winsorized slopes.