Robust measures of association in the correlation model

DOI10.1016/0167-7152(94)90017-5zbMath0799.62065OpenAlexW2004218618MaRDI QIDQ1332739

Joshua D. Naranjo, Lee D. Witt, Joseph W. McKean

Publication date: 17 November 1994

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(94)90017-5

zbMATH Keywords

consistent estimaterobust estimatesbounded influenceleast squares estimatescorrelation model\(M\)-estimatescoefficient of multiple determinationdepartures from normality\(R\)-estimatesproportion of explained dispersionrobust measures of association

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Measures of association (correlation, canonical correlation, etc.) (62H20) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (2)

Dimension Reduction with Linear Discriminant Functions Based on an Odds Ratio Parameterization ⋮ Influence functions for rank-based procedures in the linear model

Uses Software

• NAG

Cites Work

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• Tests of hypotheses based on ranks in the general linear model
• Estimating Regression Coefficients by Minimizing the Dispersion of the Residuals

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