Yıl: 2018 Cilt: 47 Sayı: 2 Sayfa Aralığı: 347 - 363 Metin Dili: İngilizce DOI: 10.15672/HJMS.201612918797 İndeks Tarihi: 10-05-2019

Robust factorial ANCOVA with LTS error distributions

Öz:
In this study, parameter estimation and hypotheses testing in the balanced factorial analysis of covariance (ANCOVA) model, when the distribution of error terms is long-tailed symmetric (LTS) are considered. The unknown model parameters are estimated using the methodology known as modified maximum likelihood (MML). New test statistics based on these estimators are also proposed for testing the main effects, interaction effect and slope parameter. Assuming LTS distributions for the error term, a Monte-Carlo simulation study is conducted tocomparetheefficienciesofMMLestimatorswithcorrespondingleast squares (LS) estimators. Power and the robustness properties of the proposed test statistics are also compared with traditional normal theory test statistics. The results of the simulation study show that MML estimators are more efficient than corresponding LS estimators. Furthermore, proposed test statistics are shown to be more powerful and robust than normal theory test statistics. In the application part, a data set, taken from the literature, is analyzed to show the implementation of the methodology presented in the study.
Anahtar Kelime:

Konular: Matematik İstatistik ve Olasılık
Belge Türü: Makale Makale Türü: Araştırma Makalesi Erişim Türü: Erişime Açık
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APA ACITAŞ Ş, ŞENOĞLU B (2018). Robust factorial ANCOVA with LTS error distributions. , 347 - 363. 10.15672/HJMS.201612918797
Chicago ACITAŞ ŞÜKRÜ,ŞENOĞLU BİRDAL Robust factorial ANCOVA with LTS error distributions. (2018): 347 - 363. 10.15672/HJMS.201612918797
MLA ACITAŞ ŞÜKRÜ,ŞENOĞLU BİRDAL Robust factorial ANCOVA with LTS error distributions. , 2018, ss.347 - 363. 10.15672/HJMS.201612918797
AMA ACITAŞ Ş,ŞENOĞLU B Robust factorial ANCOVA with LTS error distributions. . 2018; 347 - 363. 10.15672/HJMS.201612918797
Vancouver ACITAŞ Ş,ŞENOĞLU B Robust factorial ANCOVA with LTS error distributions. . 2018; 347 - 363. 10.15672/HJMS.201612918797
IEEE ACITAŞ Ş,ŞENOĞLU B "Robust factorial ANCOVA with LTS error distributions." , ss.347 - 363, 2018. 10.15672/HJMS.201612918797
ISNAD ACITAŞ, ŞÜKRÜ - ŞENOĞLU, BİRDAL. "Robust factorial ANCOVA with LTS error distributions". (2018), 347-363. https://doi.org/10.15672/HJMS.201612918797
APA ACITAŞ Ş, ŞENOĞLU B (2018). Robust factorial ANCOVA with LTS error distributions. Hacettepe Journal of Mathematics and Statistics, 47(2), 347 - 363. 10.15672/HJMS.201612918797
Chicago ACITAŞ ŞÜKRÜ,ŞENOĞLU BİRDAL Robust factorial ANCOVA with LTS error distributions. Hacettepe Journal of Mathematics and Statistics 47, no.2 (2018): 347 - 363. 10.15672/HJMS.201612918797
MLA ACITAŞ ŞÜKRÜ,ŞENOĞLU BİRDAL Robust factorial ANCOVA with LTS error distributions. Hacettepe Journal of Mathematics and Statistics, vol.47, no.2, 2018, ss.347 - 363. 10.15672/HJMS.201612918797
AMA ACITAŞ Ş,ŞENOĞLU B Robust factorial ANCOVA with LTS error distributions. Hacettepe Journal of Mathematics and Statistics. 2018; 47(2): 347 - 363. 10.15672/HJMS.201612918797
Vancouver ACITAŞ Ş,ŞENOĞLU B Robust factorial ANCOVA with LTS error distributions. Hacettepe Journal of Mathematics and Statistics. 2018; 47(2): 347 - 363. 10.15672/HJMS.201612918797
IEEE ACITAŞ Ş,ŞENOĞLU B "Robust factorial ANCOVA with LTS error distributions." Hacettepe Journal of Mathematics and Statistics, 47, ss.347 - 363, 2018. 10.15672/HJMS.201612918797
ISNAD ACITAŞ, ŞÜKRÜ - ŞENOĞLU, BİRDAL. "Robust factorial ANCOVA with LTS error distributions". Hacettepe Journal of Mathematics and Statistics 47/2 (2018), 347-363. https://doi.org/10.15672/HJMS.201612918797