Robust Rank-Based and Nonparametric Methods by Regina Y. Liu & Joseph W. McKean

Author:Regina Y. Liu & Joseph W. McKean
Language: eng
Format: epub
Publisher: Springer International Publishing, Cham

Alternatives were modeled by location shifts. Specifically, in the main effects power simulation, expected values were shifted up by δ units for levels 10–20 of factor A, for all variables, while they were shifted down by δ units for the other levels 1–9. In the interaction effects power simulation, the upwards shift was for the factor level combinations (i, j) with i ≥ 10, j ≥ 2, whereas the downwards shift was for i < 10, j < 2. In both cases, a = 20, b = 3, p = 3.

The results show the rather striking advantages of a nonparametric rank-based approach over its semiparametric competitor using the original observations instead of ranks.

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