Test normality Shapiro-Wilkova typu za rušivé regrese a rozptylu

Kód výsledku v IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F46747885%3A24510%2F07%3A%400000002" target="_blank" >RIV/46747885:24510/07:@0000002 - isvavai.cz</a>

Nalezeny alternativní kódy

RIV/00216224:14310/07:00033226

Výsledek na webu

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DOI - Digital Object Identifier

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Jazyk výsledku

angličtina

Název v původním jazyce

Shapiro-Wilk ? type test of normality under nuisance regression and scale

Popis výsledku v původním jazyce

An extension of the Shapiro-Wilk test to verify the hypothesis of normality in the presence of nuisance regression and scale has been previously considered. Such a test is typically based on the pair of the maximum likelihood and BLUE estimators of the standard deviation in the linear regression model. It has been shown that the asymptotic null distribution of the test criterion, extended to the regression model, is equivalent to that of the original Shapiro-Wilk test for the location-scale model. A simulation study is performed in order to show that both criteria are close under the normality hypothesis for moderate as well for large data sets. The power of the test against various alternative distributions of the model errors is illustrated. Furthermore, it is shown that the probabilities of errors of both the first and second kinds do not depend on the design matrix or on the parameters of the linear model.

Název v anglickém jazyce

Shapiro-Wilk ? type test of normality under nuisance regression and scale

Popis výsledku anglicky

An extension of the Shapiro-Wilk test to verify the hypothesis of normality in the presence of nuisance regression and scale has been previously considered. Such a test is typically based on the pair of the maximum likelihood and BLUE estimators of the standard deviation in the linear regression model. It has been shown that the asymptotic null distribution of the test criterion, extended to the regression model, is equivalent to that of the original Shapiro-Wilk test for the location-scale model. A simulation study is performed in order to show that both criteria are close under the normality hypothesis for moderate as well for large data sets. The power of the test against various alternative distributions of the model errors is illustrated. Furthermore, it is shown that the probabilities of errors of both the first and second kinds do not depend on the design matrix or on the parameters of the linear model.

Druh

J_x - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)

CEP obor

BA - Obecná matematika

OECD FORD obor

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Projekt

Výsledek vznikl pri realizaci vícero projektů. Více informací v záložce Projekty.

Návaznosti

P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Rok uplatnění

2007

Kód důvěrnosti údajů

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Název periodika

Computational Statistics & Data Analysis

ISSN

0167-9473

e-ISSN

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Svazek periodika

51

Číslo periodika v rámci svazku

10

Stát vydavatele periodika

NL - Nizozemsko

Počet stran výsledku

8

Strana od-do

5184-5191

Kód UT WoS článku

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EID výsledku v databázi Scopus

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