Estimation and Testing in One-Way ANOVA when the Errors are Skew-Normal
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| Format: | Artículo científico |
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Universidad Nacional de Colombia
2015
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| _version_ | 1876479186874400768 |
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| author | Nuri Celik |
| author_facet | Nuri Celik |
| contents | Estimation and Testing in One-Way ANOVA when the Errors are Skew-Normal Nuri Celik Birdal Senoglu Olcay Arslan Física, Astronomía y Matemáticas Skew ANOVA rithm Normal Robustness We consider one-way analysis of variance (ANOVA) model when the er- ror terms have skew- normal distribution. We obtain the estimators of the model parameters by using the maximum likelihood (ML) and the modified maximum likelihood (MML) methodologies (see, Tiku 1967). In the ML method, iteratively reweighting algorithm (IRA) is used to solve the like- lihood equations. The MML approach is a non-iterative method used to obtain the explicit estimators of model parameters. We also propose new test statistics based on these estimators for testing the equality of treatment effects. Simulation results show that the proposed estimators and the tests based on them are more efficient and robust than the corresponding normal theory solutions. Also, real data is analysed to show the performance of the proposed estimators and the tests. 2015 artículo científico 0120-1751 https://www.redalyc.org/articulo.oa?id=89938627005 en http://www.redalyc.org/revista.oa?id=899 Revista Colombiana de Estadística application/pdf Universidad Nacional de Colombia Revista Colombiana de Estadística (Colombia) Num.1 Vol.38 |
| format | Artículo científico |
| id | redalyc_89938627005 |
| institution | Redalyc |
| language | en |
| publishDate | 2015 |
| publisher | Universidad Nacional de Colombia |
| spellingShingle | Estimation and Testing in One-Way ANOVA when the Errors are Skew-Normal Nuri Celik Física, Astronomía y Matemáticas Skew ANOVA rithm Normal Robustness Estimation and Testing in One-Way ANOVA when the Errors are Skew-Normal Nuri Celik Birdal Senoglu Olcay Arslan Física, Astronomía y Matemáticas Skew ANOVA rithm Normal Robustness We consider one-way analysis of variance (ANOVA) model when the er- ror terms have skew- normal distribution. We obtain the estimators of the model parameters by using the maximum likelihood (ML) and the modified maximum likelihood (MML) methodologies (see, Tiku 1967). In the ML method, iteratively reweighting algorithm (IRA) is used to solve the like- lihood equations. The MML approach is a non-iterative method used to obtain the explicit estimators of model parameters. We also propose new test statistics based on these estimators for testing the equality of treatment effects. Simulation results show that the proposed estimators and the tests based on them are more efficient and robust than the corresponding normal theory solutions. Also, real data is analysed to show the performance of the proposed estimators and the tests. 2015 artículo científico 0120-1751 https://www.redalyc.org/articulo.oa?id=89938627005 en http://www.redalyc.org/revista.oa?id=899 Revista Colombiana de Estadística application/pdf Universidad Nacional de Colombia Revista Colombiana de Estadística (Colombia) Num.1 Vol.38 |
| title | Estimation and Testing in One-Way ANOVA when the Errors are Skew-Normal |
| topic | Física, Astronomía y Matemáticas Skew ANOVA rithm Normal Robustness |
| url | https://www.redalyc.org/articulo.oa?id=89938627005 |