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Comparing robust regression lines associated with two dependent groups when there is heteroscedasticity

Wilcox, Rand; Clark, Florence - In: Computational Statistics 29 (2014) 5, pp. 1175-1186

The paper deals with three approaches to comparing the regression lines corresponding to two dependent groups when using a robust estimator. The focus is on the Theil–Sen estimator with some comments about alternative estimators that might be used. The first approach is to test the global...

Persistent link: https://www.econbiz.de/10010949805

A one-way random effects model for trimmed means

Wilcox, Rand - In: Psychometrika 59 (1994) 3, pp. 289-306

Persistent link: https://www.econbiz.de/10005757689

Comparing one-step M-estimators of location when there are more than two groups

Wilcox, Rand - In: Psychometrika 58 (1993) 1, pp. 71-78

Persistent link: https://www.econbiz.de/10005757701

Pairwise comparisons of trimmed means for two or more groups

Wilcox, Rand - In: Psychometrika 66 (2001) 3, pp. 343-356

Persistent link: https://www.econbiz.de/10005757705

A lower bound to the probability of choosing the optimal passing score for a mastery test when there is an external criterion

Wilcox, Rand - In: Psychometrika 44 (1979) 2, pp. 245-249

Persistent link: https://www.econbiz.de/10005758023

An approximation of theK outN reliability of a test, and a scoring procedure for determining which items an examinee knows

Wilcox, Rand - In: Psychometrika 48 (1983) 2, pp. 211-222

Persistent link: https://www.econbiz.de/10005603088

Review

Wilcox, Rand - In: Psychometrika 45 (1980) 2, pp. 285-285

Persistent link: https://www.econbiz.de/10005603515

An algorithm for comparing medians

Charlin, Ventura; Wilcox, Rand - In: Psychometrika 54 (1989) 2, pp. 345-348

Persistent link: https://www.econbiz.de/10005603596

Comparing one-step m-estimators of location corresponding to two independent groups

Wilcox, Rand - In: Psychometrika 57 (1992) 1, pp. 141-154

Persistent link: https://www.econbiz.de/10005603762

Post-hoc analyses in multiple regression based on prediction error

Wilcox, Rand - In: Journal of Applied Statistics 35 (2008) 1, pp. 9-17

A well-known problem in multiple regression is that it is possible to reject the hypothesis that all slope parameters are equal to zero, yet when applying the usual Student's T-test to the individual parameters, no significant differences are found. An alternative strategy is to estimate...

Persistent link: https://www.econbiz.de/10005458151