Randomization tests for multiple regression

被引：67

作者：

Kennedy, PE

Cade, BS

机构：

[1] SIMON FRASER UNIV, DEPT ECON, BURNABY, BC V5A 1S6, CANADA

[2] NATL BIOL SERV, MIDCONTINENT ECOL SCI CTR, FT COLLINS, CO 80525 USA

来源：

COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION | 1996年 / 25卷 / 04期

关键词：

permutation tests; distribution-free tests;

D O I：

10.1080/03610919608813350

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Four generic means of conducting randomization tests in the context of multiple regression are analysed. Based on their performance in traditional repeated samples, three of these are shown to be inappropriate or applicable only in special circumstances; their shortcomings are illustrated via Monte Carlo studies.

引用

页码：923 / 936

页数：14

共 23 条

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