TY  - JOUR
TI  - Robust factorial ANCOVA with LTS error distributions
AB  - 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.
AU  - ACITAŞ, ŞÜKRÜ
AU  - ŞENOĞLU, BİRDAL
DO  - 10.15672/HJMS.201612918797
PY  - 2018
JO  - Hacettepe Journal of Mathematics and Statistics
VL  - 47
IS  - 2
SN  - 1303-5010
SP  - 347
EP  - 363
DB  - TRDizin
UR  - http://search/yayin/detay/296694
ER  -