JSM 2012 Home

JSM 2012 Online Program

The views expressed here are those of the individual authors and not necessarily those of the JSM sponsors, their officers, or their staff.

Online Program Home

Abstract Details

Activity Number: 353
Type: Contributed
Date/Time: Tuesday, July 31, 2012 : 10:30 AM to 12:20 PM
Sponsor: Section on Nonparametric Statistics
Abstract - #304089
Title: Robust and Traditional Inference Procedures for Analysis of Covariance Under Heterogeneous Slopes
Author(s): Kuanwong Watcharotone*+ and Joseph W McKean and Bradley E Huitema
Companies: University of Michigan and Western Michigan University and Western Michigan University
Address: 2800 Plymouth Road, Ann Arbor, MI, 48109-2800, United States
Keywords: Rank-based procedures ; Pick-a-point ; Covariate ; Monte Carlo analysis ;

One of the important assumptions for the analysis of covariance (ANCOVA) is that the regression slopes are homogeneous. When heterogeneous slopes occur, the pick-a-point methods can be used for inference. These procedures obtain the confidence interval for treatment differences at selected covariate points. This study discusses robust procedures for the ANCOVA models focusing on pick-a-point procedures. These methods are based on rank-based (R) fitting procedures, which are analogous to the traditional ANCOVA methods based on least squares (LS) fits. The results show that the validity of R procedures is similar to the LS procedures. There is a small loss in efficiency to LS methods when the random errors have a normal distribution but the R procedures are much more powerful for the heavy-tailed error distributions. Monte Carlo analysis is conducted to compare empirically the differences of the traditional and R methods. The results indicate that the R procedures have more power than the traditional LS for longer-tailed distributions for the situations investigated. We have developed R functions which obtain the rank-based ANCOVA, including the rank-based pick-a-point procedures.

The address information is for the authors that have a + after their name.
Authors who are presenting talks have a * after their name.

Back to the full JSM 2012 program

2012 JSM Online Program Home

For information, contact jsm@amstat.org or phone (888) 231-3473.

If you have questions about the Continuing Education program, please contact the Education Department.