Robust analysis of variance for a randomized block design
In this paper we study the asymptotic theory of M-estimates and their associated tests for a one-factor experiment in a randomized block design. In this case one natural asymptotic theory corresponds to leaving the number of treatments fixed and letting the number of blocks tend to infinity. The cla...
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1992
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| Acceso en línea: | https://bibliotecadigital.exactas.uba.ar/collection/paper/document/paper_03610926_v21_n6_p1779_GarciaBen http://hdl.handle.net/20.500.12110/paper_03610926_v21_n6_p1779_GarciaBen |
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paper:paper_03610926_v21_n6_p1779_GarciaBen |
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paper:paper_03610926_v21_n6_p1779_GarciaBen2023-06-08T15:34:53Z Robust analysis of variance for a randomized block design M-estimators randomized block design Robust estimation In this paper we study the asymptotic theory of M-estimates and their associated tests for a one-factor experiment in a randomized block design. In this case one natural asymptotic theory corresponds to leaving the number of treatments fixed and letting the number of blocks tend to infinity. The classic asymptotic theory of M-estimates does not apply here, because the number of parameters and the number of observations are of the same order. In this paper we prove the consistency and asymptotic normality of the estimators of the treatment effects. It turns out that the asymptotic covariance matrix of the treatment effects estimators differs from the one derived from the classic theory of M-estimates for the linear model with a fixed number of parameters. We also study a test for treatment effects derived from M-estimates and we compare by Monte Carlo simulation the efficiency of this test with respect to the F-test, the Friedman test and the test based on aligned ranks. © 1992, Taylor & Francis Group, LLC. All rights reserved. 1992 https://bibliotecadigital.exactas.uba.ar/collection/paper/document/paper_03610926_v21_n6_p1779_GarciaBen http://hdl.handle.net/20.500.12110/paper_03610926_v21_n6_p1779_GarciaBen |
| institution |
Universidad de Buenos Aires |
| institution_str |
I-28 |
| repository_str |
R-134 |
| collection |
Biblioteca Digital - Facultad de Ciencias Exactas y Naturales (UBA) |
| topic |
M-estimators randomized block design Robust estimation |
| spellingShingle |
M-estimators randomized block design Robust estimation Robust analysis of variance for a randomized block design |
| topic_facet |
M-estimators randomized block design Robust estimation |
| description |
In this paper we study the asymptotic theory of M-estimates and their associated tests for a one-factor experiment in a randomized block design. In this case one natural asymptotic theory corresponds to leaving the number of treatments fixed and letting the number of blocks tend to infinity. The classic asymptotic theory of M-estimates does not apply here, because the number of parameters and the number of observations are of the same order. In this paper we prove the consistency and asymptotic normality of the estimators of the treatment effects. It turns out that the asymptotic covariance matrix of the treatment effects estimators differs from the one derived from the classic theory of M-estimates for the linear model with a fixed number of parameters. We also study a test for treatment effects derived from M-estimates and we compare by Monte Carlo simulation the efficiency of this test with respect to the F-test, the Friedman test and the test based on aligned ranks. © 1992, Taylor & Francis Group, LLC. All rights reserved. |
| title |
Robust analysis of variance for a randomized block design |
| title_short |
Robust analysis of variance for a randomized block design |
| title_full |
Robust analysis of variance for a randomized block design |
| title_fullStr |
Robust analysis of variance for a randomized block design |
| title_full_unstemmed |
Robust analysis of variance for a randomized block design |
| title_sort |
robust analysis of variance for a randomized block design |
| publishDate |
1992 |
| url |
https://bibliotecadigital.exactas.uba.ar/collection/paper/document/paper_03610926_v21_n6_p1779_GarciaBen http://hdl.handle.net/20.500.12110/paper_03610926_v21_n6_p1779_GarciaBen |
| _version_ |
1768543325480026112 |