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Robust comparison of regression curves

Author

Listed:
  • Long Feng
  • Changliang Zou
  • Zhaojun Wang
  • Lixing Zhu
Abstract
This paper is concerned about robust comparison of two regression curves. Most of the procedures in the literature are least-squares-based methods with local polynomial approximation to nonparametric regression. However, the efficiency of these methods is adversely affected by outlying observations and heavy-tailed distributions. To attack this challenge, a robust testing procedure is recommended under the framework of the generalized likelihood ratio test (GLR) by incorporating with a Wilcoxon-type artificial likelihood function. Under the null hypothesis, the proposed test statistic is proved to be asymptotically normal and free of nuisance parameters and covariate designs. Its asymptotic relative efficiency with respect to the least-squares-based GLR method is closely related to that of the signed-rank Wilcoxon test in comparison with the $$t$$ t test. We then consider a bootstrap approximation to determine $$p$$ p values of the test in finite sample situation. Its asymptotic validity is also presented. A simulation study is conducted to examine the performance of the proposed test and to compare it with its competitors in the literature. Copyright Sociedad de Estadística e Investigación Operativa 2015

Suggested Citation

  • Long Feng & Changliang Zou & Zhaojun Wang & Lixing Zhu, 2015. "Robust comparison of regression curves," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 24(1), pages 185-204, March.
    • Handle: RePEc:spr:testjl:v:24:y:2015:i:1:p:185-204
    DOI: 10.1007/s11749-014-0394-2
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    References listed on IDEAS

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    Cited by:

    1. Jun Zhang & Zhenghui Feng & Xiaoguang Wang, 2018. "A constructive hypothesis test for the single-index models with two groups," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 70(5), pages 1077-1114, October.
    2. Boente, Graciela & Pardo-Fernández, Juan Carlos, 2016. "Robust testing for superiority between two regression curves," Computational Statistics & Data Analysis, Elsevier, vol. 97(C), pages 151-168.
    3. Kathrin Möllenhoff & Frank Bretz & Holger Dette, 2020. "Equivalence of regression curves sharing common parameters," Biometrics, The International Biometric Society, vol. 76(2), pages 518-529, June.
    4. Cuizhen Niu & Lixing Zhu, 2018. "A robust adaptive-to-model enhancement test for parametric single-index models," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 70(5), pages 1013-1045, October.

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