Institute of Mathematical Statistics Collections
Smoothing-inspired lack-of-fit tests based on ranks
A rank-based test of the null hypothesis that a regressor has no effect on a response variable is proposed and analyzed. This test is identical in structure to the order selection test but with the raw data replaced by ranks. The test is nonparametric in that it is consistent against virtually any smooth alternative, and is completely distribution free for all sample sizes. The asymptotic distribution of the rank-based order selection statistic is obtained and seen to be the same as that of its raw data counterpart. Exact small sample critical values of the test statistic are provided as well. It is shown that the Pitman-Noether efficiency of the proposed rank test compares very favorably with that of the order selection test. In fact, their asymptotic relative efficiency is identical to that of the Wilcoxon signed rank and t-tests. An example involving microarray data illustrates the usefulness of the rank test in practice.
First available in Project Euclid: 1 April 2008
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Digital Object Identifier
Primary: 62G08: Nonparametric regression 62G10: Hypothesis testing 62G20: Asymptotic properties
Secondary: 62E15: Exact distribution theory 62E20: Asymptotic distribution theory 62P10: Applications to biology and medical sciences
Copyright © 2008, Institute of Mathematical Statistics
Hart, Jeffrey D. Smoothing-inspired lack-of-fit tests based on ranks. Beyond Parametrics in Interdisciplinary Research: Festschrift in Honor of Professor Pranab K. Sen, 138--155, Institute of Mathematical Statistics, Beachwood, Ohio, USA, 2008. doi:10.1214/193940307000000103. https://projecteuclid.org/euclid.imsc/1207058270
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