Rank Based Inference

Rank Based Inference
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基于排名的推理

DOI:
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发表时间:
2005
期刊:
影响因子:
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通讯作者:
S. Sheather
S. Sheather
中科院分区:
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文献类型:
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作者:
T. Hettmansperger;J. McKean;S. Sheather

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排名的使用有很长的历史,可以追溯到1945年威尔科松的开创性工作。早期的非参数等级检验是为基本的单样本和双样本设计开发的,然后扩展到单向和双向布局。这些检验因其非参数性质以及良好的效率和稳健性而广受欢迎。在这篇文章中,我们描述和说明如何将基于秩次的方法扩展到一般的线性模型,包括回归、方差分析和协方差分析。我们还描述了一个决定系数,它在评估模型与数据的适合性时很有用。 关键词: 等级检验; R-估计数; 线性模型; 回归; 方差分析; 协方差分析
The use of ranks has a long history stretching back to 1945 with the seminal work of Wilcoxon. Early nonparametric rank tests were developed for the basic one- and two-sample designs and then extended to the one- and two-way layouts. These tests are popular because of their nonparametric property along with their good efficiency and robust properties. In this entry, we describe and illustrate how to extend rank-based methods to the general linear model including regression, analysis of variance, and analysis of covariance. We also describe a coefficient of determination that is useful when assessing the fit of a model to the data. Keywords: rank test; R-estimates; linear model; regression; analysis of variance; analysis of covariance