JSM 2011 Online Program

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Abstract Details

Activity Number: 557
Type: Invited
Date/Time: Wednesday, August 3, 2011 : 2:00 PM to 3:50 PM
Sponsor: ASA
Abstract - #303435
Title: Simultaneous Testing and Estimation in Linear Models
Author(s): Hossein Mansouri*+
Companies: Texas Tech University
Address: , , ,
Keywords:
Abstract:

Simultaneous tests about linear functions of parameters of a linear model are constructed to control the familywise error rate at a prescribed level. Likewise, simultaneous confidence intervals are constructed to control the overall confidence level. In this presentation, the strengths and weaknesses of several well-know techniques for simultaneous inference will be discussed and a study of the small sample properties of these techniques under different distributional assumptions will be presented. We will also study the stability of the sampling distributions of the test statistics for the least square technique as compared to some rank-based methods for multiple comparisons of the parameters of a linear model.


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