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Activity Number:
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380
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Type:
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Contributed
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Date/Time:
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Wednesday, August 9, 2006 : 8:30 AM to 10:20 AM
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Sponsor:
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ENAR
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| Abstract - #307216 |
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Title:
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Nonparametric Inference in the Heteroscedastic Two-Way Random Effects Model Based on Ranks
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Author(s):
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Zhe Shang*+
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Companies:
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Wyeth Research
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Address:
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500 Arcola Road, Collegeville, PA, 19426,
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Keywords:
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nonparametric ; R estimates ; ranks ; robust
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Abstract:
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Two rank-based estimators for analyzing heteroscedastic two-way mixed effects models, assuming only symmetric but otherwise arbitrary continuous distributions for the random effects and random errors, are proposed. One of the rank-based estimators is developed in a robust test for the random effect. Unlike the parametric analysis, heavy-tailed distributions without finite moments pose no problems in the rank approach. A real data set is examined using the proposed method and compared with the parametric approach.
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- The address information is for the authors that have a + after their name.
- Authors who are presenting talks have a * after their name.
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