ON THE ESTIMATION OF CONTRASTS IN LINEAR MODELS.
Abstract
In linear models with several observations per cell, a class of estimates of all contrasts are defined in terms of rank test statistics or normal scores statistic. The asymptotic efficiency of these estimates relative to the standard least squares estimates, as the number of observations in each cell gets large, is shown to be the same as the Pitman efficiency of the rank tests on which they are based to the corresponding t-tests. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Apr 01, 1964
- Accession Number
- AD0600278
Entities
People
- Madan L. Puri
- Subha Bhuchongkul
Organizations
- New York University