A distribution free test to detect general dependence between a response variable and a covariate in the presence of heteroscedastic
treatment effects

QR Code

A distribution free test to detect general dependence between a response variable and a covariate in the presence of heteroscedastic treatment effects

In this paper,we present a test of independence between the response variable, which can be discrete or continuous, and a continuous covariate after adjusting for heteroscedastic treatment effects. The method involves first augmenting each pair of the data for all treatments with a fixed number of n...

Full description

Bibliographic Details
Main Authors:	Wang, Haiyan, Tolos, Siti Marponga, Wang, Suojin
Format:	Article
Language:	English
Published:	Statistical Society of Canada 2010
Subjects:	Q Science (General) QA Mathematics
Online Access:	http://irep.iium.edu.my/5420/ http://irep.iium.edu.my/5420/1/Test.of.independence.Wang.Tolos.Wang.cjs.pdf

Similar Items

The performance of robust heteroscedasticity consistent covariance matrix estimator
by: Sani, Muhammad, et al.
Published: (2019)

A robust modification of the Goldfeld-Quandt Test for the detection of heteroscedasticity in the presence of outliers
by: Rana, Md. Sohel, et al.
Published: (2008)

Generalized exponential distribution with interval-censored data and time dependent covariate
by: Ali Al-Hakeem, Hussein, et al.
Published: (2022)

Parameter estimation for the generalized exponential distribution in the presence of interval censored data and covariate
by: AL-Hakeem, Hussein Ali, et al.
Published: (2022)

On a robust estimator in heteroscedastic regression model in the presence of outliers
by: Midi, Habshah, et al.
Published: (2013)

Inference and diagnostics for generalized exponential distribution with fixed and time-dependent covariates and interval censored data
by: Al Hakeem, Hussein Ali Ghaffoori
Published: (2022)

Bootstrap intervals in the presence of left-truncation, censoring and covariates with a parametric distribution
by: Thirunanthini Manoharan,, et al.
Published: (2017)

Bootstrap intervals in the presence of left-truncation, censoring and covariates with a parametric distribution
by: Manoharan, Thirunanthini, et al.
Published: (2017)

Robust heteroscedasticity consistent covariance matrix estimator based on robust mahalanobis distance and diagnostic robust generalized potential weighting methods in linear regression
by: Midi, Habshah, et al.
Published: (2018)

Robust Diagnostics and Estimation in Heteroscedastic Regression Model in the Presence of Outliers
by: Rana, Md. Sohel
Published: (2010)

Estimation of regression parameters in the presence of heteroscedasticity with unknown form (HWUF)
by: Rana, Md. Sohel, et al.
Published: (2009)

Assessing performance of the generalized exponential model in the presence of the interval censored data with covariate
by: Alharbi, Nada, et al.
Published: (2022)

Robust feasible generalized least squares: A remedial measures of heteroscedasticity
by: Rana, Sohel, et al.
Published: (2015)

The performance of robust weighted least squares in the presence of outliers and heteroscedastic errors
by: Midi, Habshah, et al.
Published: (2009)

Two-step robust estimator in heteroscedastic regression model in the presence of outliers
by: Midi, Habshah, et al.
Published: (2014)

Visual simulation approach in robust regression for models having both continuous and categorical variables in the presence of outliers and heteroscedasticity problems
by: A. Talib, Bashar, et al.
Published: (2009)

How to Test the Means among Heteroscedastic Normal Populations
by: Abd. Rahman, Mohd Nawi
Published: (1988)

Applying generalized autoregressive conditional heteroscedasticity models to model univariate volatility
by: Islam, Mohd Aminul
Published: (2014)

Identification of suitable explanatory variable in goldfeld-quandt test and robust inference under heteroscedasticity and high leverage points
by: Muhammadu, Adamu Adamu
Published: (2016)

A Statistical Test for the Stability of Covariance Structure
by: Wan Nur Syahidah, Wan Yusoff, et al.
Published: (2013)

Repairable system model with time dependent covariate
by: Arasan, Jayanthi, et al.
Published: (2010)

Parametric frailty model with time-dependent covariates
by: Abdullah, Mohd Asrul Affendi, et al.
Published: (2020)

Robust Regression with Continuous and Categorical Variables Having Heteroscedastic Non-Normal Errors
by: Majeed Al-Talib, Bashar Abdul Aziz
Published: (2006)

Nonparametric estimation of the dependence of a spatial point process on spatial covariates
by: Baddeley, Adrian, et al.
Published: (2012)

Testing for instability in covariance structures
by: Kao, Chihwa, et al.
Published: (2017)

Robust parameter estimation for fixed effect panel data model in the presence of heteroscedasticity and high leverage points
by: Sani, Muhammad, et al.
Published: (2019)

Survival model of a parallel system with dependent failures and time varying covariates
by: Arasan, Jayanthi, et al.
Published: (2008)

Asymptotic distribution of sample covariance determinant
by: Djauhari, Maman A.
Published: (2009)

The TSR-MM based on robust location and scales measures in dual response optimization in the presence of outliers and heteroscedastic errors
by: Mustafa, Mohd Shafie, et al.
Published: (2019)

The performance of robust estimator on linear regression model having both continuous and categorical variables with heteroscedastic errors
by: Midi, Habshah, et al.
Published: (2008)

Modeling repairable system failures with repair effect and time dependent covariates.
by: Arasan, Jayanthi, et al.
Published: (2011)

The Analysis of Transitions in Economic Performance Using Covariate Dependent Markov Model.
by: Baharum, Adam, et al.
Published: (2004)

Dividend study with alternative tests, panel data analysis and panel generalised autoregressive conditional heteroscedasticity
by: Ng, Chee Pung
Published: (2017)

Detecting and correcting for heteroscedasticity / Teoh Sian Hoon
by: Teoh, Sian Hoon
Published: (2007)

The performance of a robust multistage estimator in nonlinear regression with heteroscedastic errors
by: Riazoshams, Hossein, et al.
Published: (2014)

Assessing the goodness of fit of the Gompertz model in the presence of right and interval censored data with covariate
by: Azid @ Maarof, Nur Niswah Naslina, et al.
Published: (2020)

Modeling repairable system failures with interval failure data and time dependent covariate
by: Arasan, Jayanthi, et al.
Published: (2011)

Heteroscedastic nonlinear regression by using Tanh Psi function
by: Habshah Mid,
Published: (2000)

Heteroscedastic nonlinear regression by using Tanh psi function
by: Midi, Habshah
Published: (2000)

On hypothesis testing in RAIM algorithms: generalized likelihood ratio test, solution separation test and a possible alternative
by: El-Mowafy, Ahmed, et al.
Published: (2019)